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The function seas() fails, complaining of errors in the data, for no good reason #287

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jhmaindonald opened this issue Apr 17, 2022 · 2 comments
Open

The function seas() fails, complaining of errors in the data, for no good reason #287

jhmaindonald opened this issue Apr 17, 2022 · 2 comments

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@jhmaindonald
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jhmaindonald commented Apr 17, 2022 •
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A fit on the monthly series 1910 to March 2022 fails, with the error "Error: X-13 run failed".
The file generated for the X-13 run appears fine. Data in file reads into R using read.table(),
with finite range of values.

When the series is split into two parts, 1910 to 1949, and 1950 to 2022, there is no problem.

Details are in the attached PDF.

FitTOmonthlySeries1910to2022.pdf
@christophsax
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Could you give a reproducible example? See here for how to provide one.

This may be a X13 limitation. I have some vague memories that I had troubles with very long time series too.

@jhmaindonald
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Run the following code to reproduce the error. A check is needed on
the "number of years spanned by the forecast augmented series"
(must be <=85) before writing the series to disk for input to X13.

library(seasonal)
y <- structure(c(27.48, 28.71, 25.86, 21.24, 7.72, 15.21, 15.42, 15.93, 
            18.15, 23.72, 25.68, 26.58, 26.99, 27.15, 24.65, 20.49, 7.88, 
            15.09, 13.86, 15.81, 19.29, 21.7, 24.5, 26.32, 30.21, 26.31, 
            25.37, 21.14, 8.15, 14.15, 13.63, 16.35, 19.16, 21, 25.55, 26.79, 
            27.45, 26.41, 26.82, 21.88, 7.37, 15.08, 14.8, 14.52, 18.87, 
            23.23, 24.61, 25.41, 27.59, 26.19, 26.75, 21.13, 8.2, 14.14, 
            14.78, 16.22, 19.68, 21.37, 24.68, 26.14, 27.02, 26.37, 24.98, 
            20.7, 6.44, 14.11, 14.14, 16.73, 18.81, 23.12, 25.71, 26.92, 
            27.56, 27.02, 24.82, 20.66, 8.15, 13.54, 14.91, 16.96, 18.09, 
            22.91, 25.4, 27, 26.75, 26.35, 24.95, 20.17, 7.6, 13.96, 13.72, 
            17.12, 19.95, 24.27, 26.4, 28.26, 27.56, 26.83, 27, 22.92, 9.89, 
            15, 14.02, 15.45, 19.27, 24.73, 27.43, 28.39, 31.6, 28.57, 25.28, 
            21.96, 9.3, 15.04, 13.06, 15.28, 18.08, 21.51, 24.37, 26.2, 28.91, 
            26.57, 27.31, 21.68, 6.75, 14.65, 14.29, 16.22, 19.73, 24.62, 
            24.76, 28.19, 25.07, 25.56, 23.51, 22.62, 7.39, 14.85, 14.2, 
            15.15, 19.69, 21.98, 26.96, 27.51, 29.53, 26.21, 26.01, 22.33, 
            9.07, 16.2, 14.76, 16.62, 19.39, 22.34, 25.13, 27.16, 26.7, 27.15, 
            27.17, 20.47, 7.11, 13.36, 13.36, 14.06, 18.81, 22.52, 24.11, 
            26.52, 28.83, 26.29, 25.25, 19.69, 6.14, 14.17, 14.41, 15.72, 
            20.05, 23.3, 27.79, 27.63, 28.33, 26.22, 24.24, 21.31, 7.62, 
            16.81, 13.37, 16.71, 18.69, 21.8, 25.64, 28.42, 29.24, 27.56, 
            23.28, 19.97, 7.79, 13.14, 14.73, 15.75, 18.53, 21.56, 27.02, 
            27.72, 29.15, 27.22, 24.98, 20.92, 9.19, 14.95, 14.11, 15.41, 
            18.84, 21.52, 23.66, 25.95, 25.6, 28.01, 23.66, 21.04, 6.32, 
            14.88, 13.25, 16.16, 19.38, 21.88, 25.18, 27.79, 26.7, 25.72, 
            25.15, 20.16, 6.87, 12.97, 14.16, 15.86, 18.85, 22.86, 24.27, 
            26.97, 27.5, 25.81, 24.89, 21.27, 8.07, 14.84, 15.74, 15.9, 19.74, 
            21.87, 24.12, 27.5, 27.43, 27.14, 26.61, 19.63, 7.36, 16.04, 
            14.37, 14.46, 19.86, 22.05, 24.85, 26.99, 29.51, 26.71, 25.4, 
            20.65, 7.24, 15.04, 13.68, 15.99, 19.05, 22.05, 23.72, 26.92, 
            27.19, 25.33, 26.06, 22.95, 7.54, 14.72, 14.24, 14.97, 19, 22.09, 
            24.59, 28.23, 27.36, 25.03, 24.44, 23.02, 7.45, 14.95, 15.01, 
            16.68, 19.07, 22.83, 25.13, 27.19, 27.82, 27.1, 26.25, 22.56, 
            6.8, 15.64, 13.54, 16.22, 19.65, 22.67, 23.69, 25.1, 26.31, 27.04, 
            25.67, 21.22, 6.98, 14.26, 14.43, 14.4, 17.31, 20.37, 22.53, 
            25.69, 27.95, 26.74, 24.6, 22.46, 7.06, 17.68, 12.91, 16.1, 18.66, 
            23.16, 25.97, 29.19, 27.68, 26.83, 25.63, 23.28, 10.13, 15.26, 
            14.36, 16.62, 17.49, 22.02, 26.41, 26.31, 28.34, 26.91, 25.52, 
            22.13, 7.36, 15.44, 14.58, 16.86, 19.36, 21.8, 27.9, 25.89, 29.6, 
            26.96, 25.76, 22.14, 6.21, 13.76, 14.66, 14.51, 18.69, 22.77, 
            23.24, 27.08, 27.92, 26.96, 25.01, 22.62, 6.99, 15.34, 13.95, 
            15.65, 19.77, 24.65, 26.01, 27.05, 26.91, 26.44, 25.01, 21.47, 
            6.43, 16.28, 15.27, 15.65, 19, 21.84, 26.18, 25.93, 26.23, 27.07, 
            25.97, 21.52, 9.05, 15.08, 13.71, 16.22, 19.12, 23.17, 24.71, 
            27.33, 27.28, 26, 25.6, 22.27, 7.35, 15.17, 14.68, 15.85, 19.73, 
            20.61, 25.14, 24.86, 27.02, 28.32, 25.77, 20.97, 8.2, 14.98, 
            13.41, 16.75, 21.37, 24.66, 25.52, 28.19, 28.17, 26.69, 25.16, 
            22.09, 6.87, 14.72, 13.5, 15.46, 18.73, 21.71, 25.11, 26.52, 
            28.16, 28.11, 23.94, 22.73, 8.21, 17.15, 14.31, 15.13, 19.07, 
            24.81, 25.86, 26.04, 28.48, 28.58, 26.77, 23.97, 6.79, 14.47, 
            13.36, 15.44, 18.32, 22.71, 25.26, 26.19, 29.78, 28.35, 25.59, 
            21.69, 7.49, 14.65, 15.57, 17.02, 16.56, 23.61, 24.32, 26.08, 
            26.91, 27.72, 24.1, 22.34, 6.56, 15.47, 13.83, 15.26, 17.56, 
            22.64, 24.66, 26.67, 27.49, 26.82, 26.27, 22.45, 7.55, 14.51, 
            13.57, 15.85, 19.12, 22.45, 23.64, 26.68, 26.16, 25.77, 24.81, 
            21.56, 8.47, 15.35, 14.19, 17.2, 20.63, 23.44, 25.68, 29, 30.06, 
            27.39, 25.58, 23.13, 8.89, 15.72, 16.5, 16.67, 20.05, 23.44, 
            24.88, 27.27, 27.22, 26.3, 26.65, 22.79, 8.63, 15.02, 14.66, 
            15.74, 17.47, 21.63, 23.29, 26.63, 26.86, 27.09, 24.61, 21.55, 
            9.07, 15.22, 16.47, 16.29, 20.48, 21.71, 26.05, 28.02, 26.48, 
            26.33, 25.19, 21.3, 7.77, 15.2, 14.5, 15.44, 18.15, 20.62, 24.26, 
            27.14, 27.84, 28.09, 24.9, 21.2, 8.15, 14.54, 13.57, 17.36, 18.68, 
            24.21, 26.56, 28.24, 27.89, 27.71, 26.12, 21.61, 9, 15.15, 13.92, 
            15.01, 18.43, 21.8, 24.45, 25.68, 30.56, 27.89, 26, 22.12, 7.36, 
            16.51, 14.34, 16, 19.56, 22.52, 26.96, 29.02, 27.62, 27.94, 26.1, 
            23.22, 9.37, 15.36, 14.61, 16.97, 20.65, 24.46, 27.31, 28.27, 
            30.81, 29.3, 24.78, 23.07, 8.63, 15.13, 14.71, 15.46, 20.77, 
            23.08, 24.58, 27.84, 29.54, 28.57, 25.81, 22.27, 8.06, 13.48, 
            13.26, 18.35, 19.27, 22.5, 28.04, 28.76, 27.72, 30.19, 27.31, 
            20.5, 8.99, 14.89, 13.84, 16.33, 20.31, 23.11, 24.36, 27.02, 
            25.55, 26.19, 24.09, 21.46, 7.99, 15.78, 14.06, 16.4, 17.51, 
            22.39, 25.79, 26.78, 28.19, 27.31, 26.8, 22.19, 8.93, 14.48, 
            14.72, 16.42, 18.25, 22.6, 25.17, 26.21, 26.73, 27.27, 27.62, 
            23.03, 9.04, 14.72, 14.55, 15.83, 19.49, 21.14, 24.78, 25.78, 
            27.68, 27.71, 23.96, 22.92, 8.37, 16.54, 14.04, 16.76, 19.53, 
            22.24, 25.77, 27.62, 29.51, 25.95, 25.43, 22.63, 9.41, 15.77, 
            15.83, 16.72, 20.22, 24.72, 25.16, 28.36, 26.9, 27.15, 26.64, 
            22.88, 9.85, 14.64, 14.03, 14.38, 18.81, 22.66, 25.65, 27.54, 
            29.42, 26.77, 26.52, 22.49, 8.67, 14.92, 15.17, 15.31, 19.25, 
            22.98, 26.91, 29.53, 28.82, 28.73, 25.72, 21.84, 8.97, 17.91, 
            14.53, 16.11, 19.49, 24.67, 25.93, 26.39, 27.02, 26.48, 26.52, 
            22.86, 8.4, 15.06, 15.02, 15.77, 17.96, 22.59, 23.45, 26.32, 
            28.96, 27.7, 25.18, 23.56, 9.18, 15.15, 16.61, 17.29, 19.29, 
            21.96, 25.82, 26.22, 28.38, 27.09, 23.54, 21.98, 8.22, 15.97, 
            14.8, 15.33, 18.62, 23.15, 25.92, 29.29, 27.89, 26.7, 25.04, 
            20.25, 8.83, 16.09, 14.3, 17.98, 19.88, 23.18, 26.28, 26.14, 
            27.76, 25.75, 25.53, 20.8, 8.98, 16.99, 14.99, 16.7, 19.72, 23.2, 
            24.41, 27.04, 27.52, 29.57, 24.76, 22.23, 8.87, 15.45, 14.09, 
            15.79, 20.09, 23.6, 27.69, 28.93, 29.02, 28.04, 27.37, 22.18, 
            8.46, 15.48, 14.59, 17.59, 20.77, 22.15, 24.61, 28.01, 30.32, 
            27.28, 25.79, 20.45, 9.46, 15.8, 15.91, 17.02, 21.25, 24.23, 
            23.25, 25.56, 26.48, 28.18, 26.51, 22.65, 7.7, 14.94, 15.05, 
            16.31, 21.55, 22.7, 26.35, 27.95, 30.97, 29.15, 25.44, 22.64, 
            7.88, 16.48, 15.1, 16.36, 21.02, 21.76, 24.7, 26.77, 27.95, 26.57, 
            26.05, 24.06, 8.47, 16.02, 14.98, 17.01, 20.98, 24.02, 28.63, 
            28.28, 30.09, 28.5, 25.02, 22.66, 9.18, 16.47, 15.35, 16.43, 
            20.16, 21.48, 26.33, 29.43, 28.3, 29.44, 26.11, 23.61, 7.52, 
            15.87, 14.66, 16.79, 19.63, 24.18, 25.86, 27.38, 28.94, 27, 25.4, 
            25.37, 8.88, 17.11, 15.93, 16.67, 20.16, 24.31, 26.8, 28.91, 
            31.66, 29.3, 27.12, 21.15, 6.77, 14.62, 15.38, 16.95, 21.28, 
            25.12, 27.47, 27.89, 29.36, 29.51, 27.42, 23.75, 10.71, 14.05, 
            14.47, 18.16, 20.54, 25, 26.99, 27.6, 28.75, 25.49, 25.93, 20.96, 
            8.45, 17.25, 14.97, 15.11, 20.71, 24.68, 25.92, 27.3, 29.77, 
            28.49, 26.38, 22.53, 8.75, 16.59, 15.5, 18.68, 20.72, 23.26, 
            30.33, 28.65, 29.31, 27.88, 25.62, 23.32, 8.38, 15.61, 15.27, 
            15.63, 19.36, 22.49, 24.83, 26, 29.07, 28.09, 25.32, 21.67, 6.94, 
            15.62, 14.79, 18.04, 20.32, 23.35, 27.39, 25.78, 27.73, 26.21, 
            24.45, 22.38, 7.39, 15.28, 14.98, 16.07, 20.24, 23.19, 27.71, 
            28.82, 30.61, 27.85, 26.24, 22.58, 8.85, 16.25, 16.57, 17.65, 
            22.79, 23.96, 25.85, 28.53, 30.07, 28.94, 26.33, 23.52, 9.98, 
            16.44, 14.97, 16.42, 20.29, 25.47, 28.7, 28.57, 28.1, 28.98, 
            26.4, 21.72, 8.58, 15.95, 14.4, 16.36, 19.39, 27.21, 27.87, 29.27, 
            28.9, 28.74, 28.28, 24.88, 10.01, 16.19, 15.97, 16.52, 19.01, 
            21.62, 25.71, 29.23, 31.19, 29.51, 28.11, 22.36, 8.78, 15.63, 
            15.67, 16.48, 20.93, 24.77, 26.94, 29.12, 31.17, 28.83, 27.18, 
            25.39, 8.62, 15.63, 15.54, 16.54, 20.24, 25.22, 26.63, 30.07, 
            33.3, 28.78, 27.65, 23.96, 9.04, 15.82, 16.21, 16.22, 20.53, 
            24.97, 26.44, 30.52, 30.96, 27.61, 25.31, 22.18, 7.38, 15.72, 
            15.18, 16.3, 21.42, 24.2, 28.82, 27.65, 28.23, 27.18, 25.03, 
            21.4, 8.3, 16.04, 15.38, 17.44, 20.24, 23, 24.9, 27.5, 29.74, 
            27.05, 26.83), .Tsp = c(1930, 2022.16666666667, 12), class = "ts")
m <- seas(y)
## Complaint is that there is a problem reading file .../iofile.dta 
y2 <- window(y, start=c(1940,1))
m2 <- seas(y2)
## Complaint now makes a great deal more sense:
## "Number of years spanned by the forecast augmented series (86) exceeds
## program limit (85)"

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@jhmaindonald @christophsax