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mpiktas / midasr

R package for mixed frequency time series data analysis.
http://mpiktas.github.io/midasr/
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error when use select_and_forecast #83

Open sadrzadehsaeed opened 2 years ago

sadrzadehsaeed commented 2 years ago

hi Dr. Zemlys! i use function select _and_forecast :

cbcb <- select_and_forecast( btc ~ mls(btc,0,m=1), from = list(btc =c(1,2,3)), to = list(btc =rbind(c(8,12),c(9,14),c(10,13))), insample = 1:2500, outsample = 2501:2736, weights = list(btc = c("nbetaMT")), wstart = list(nbetaMT = c(0.7,0.9,1,-0.5)), IC = "AIC", seltype = "restricted", ftype = "recursive", measures = c("MSE", "MAPE", "MASE"), fweights = c("EW", "BICW", "MSFE", "DMSFE"))

and the error when selecting recursive and rolling mod for ftype like this :

r in midas_r.fit(prepmd) : The optimisation algorithm of MIDAS regression failed with the following message: Error in if (sum(nb) < eps) { : missing value where TRUE/FALSE needed

Please try other starting values or a different optimisation function In addition: There were 50 or more warnings (use warnings() to see the first 50)

i rea warnings() 1: In (function (x, nm) ... : Duplicate names in data. Using the one from the list

can you help me with this the model is ok when estimated with midas_r

vzemlys commented 1 year ago

I need a reproducible example in order to debug.