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arima function not working #25

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milktrader opened this issue May 20, 2014 · 1 comment
Open

arima function not working #25

milktrader opened this issue May 20, 2014 · 1 comment

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@milktrader
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julia> arima(cl.values, 2,1,2)
ERROR: no method arima_statespace(Array{Float64,1}, Float64, Array{Float64,1})
 in build at /Users/Administrator/.julia/v0.3/TimeModels/src/ARIMA.jl:34
 in objective at /Users/Administrator/.julia/v0.3/TimeModels/src/Kalman.jl:182
 in nelder_mead at /Users/Administrator/.julia/v0.3/Optim/src/nelder_mead.jl:66
 in optimize at /Users/Administrator/.julia/v0.3/Optim/src/optimize.jl:402
 in fit at /Users/Administrator/.julia/v0.3/TimeModels/src/Kalman.jl:183
 in arima at /Users/Administrator/.julia/v0.3/TimeModels/src/ARIMA.jl:36

The arima method calls arima_statespace with 3 arguments and it's expecting 4 arguments.

@papamarkou
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I know - what's more the model should be renamed to arma I think, based on existing funcionality. I will review this code, hopefully soon.

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