On Sun, 5 May 2013, Marcin Błażejowski wrote:
When I've tried to generate 'fcast --out-of-sample
--no-stats --quiet'
based on arima model I got crash and following GDB results:
---
Program received signal SIGSEGV, Segmentation fault.
create_Xb_series (Z=0xfd8460, xlist=0xf87d50, beta=0x0, pmod=0xee47c0,
fc=<optimized out>)
at ../lib/src/forecast.c:1273
1273 x = arima_difference_obs(Z[vi], t, delta, k);
---
Note, that it happens whene I generate forecasts inside the function
package. In normal script it works fine:
---
open bjg
smpl 1949:01 1959:12
arima 0 1 1 ; 0 1 1 ; lg --quiet
fcast --out-of-sample --no-stats
---
OK, I'm guessing that the crash occurred when an exogenous regressor
was included in the arima model. If so, the problem may now be fixed
in CVS. If not, then something weird is happening, since the
function arima_difference_obs() should not get called unless the
model includes such regressors. In that case I definitely need more
context to figure out why it's getting called erroneously.
Allin