`summary` error with arima with sim
christophergandrud opened this issue · comments
Christopher Gandrud commented
Originally reported in #299
s.out <- zelig(unemp ~ leftseat, data = subset, model = "arima",
order = c(2,0,1)) %>%
setx(leftseat = 0.75) %>%
setx1(leftseat = 0.25) %>%
sim()
summary(s.out)
## sim x :
## -----
## ev
##
## Error in apply(qi, 2, quantile, c(0.5, 0.025, 0.975), na.rm = TRUE) :
## dim(X) must have a positive length
Christopher Gandrud commented
The error is solved in: 4f2dc6b
However, it reveals what I suspected in #299 (comment) that setx1
isn't doing anything here:
library(Zelig)
data(seatshare)
subset <- seatshare[seatshare$country == "UNITED KINGDOM",]
s.out <- zelig(unemp ~ leftseat, data = subset, model = "arima",
order = c(2,0,1)) %>%
setx(leftseat = 0.25) %>%
setx1(leftseat = 0.75) %>%
sim()
summary(s.out)
sim x :
-----
ev
mean sd 50% 2.5% 97.5%
[1,] 91.30382 477.675 52.19226 18.83912 272.1593
pv
mean sd 50% 2.5% 97.5%
[1,] 91.31568 477.6912 52.46997 18.98119 271.0645
fd
mean sd 50% 2.5% 97.5%
[1,] 215.0737 6901.896 -14.90352 -42.87303 52.84499
sim x1 :
-----
ev
mean sd 50% 2.5% 97.5%
[1,] 91.30382 477.675 52.19226 18.83912 272.1593
pv
mean sd 50% 2.5% 97.5%
[1,] 91.31568 477.6912 52.46997 18.98119 271.0645
fd
mean sd 50% 2.5% 97.5%
[1,] 215.0737 6901.896 -14.90352 -42.87303 52.84499
I don't really think this is a problem (in time series, usually the QI is about changes over time rather than compared to other values of the covariates, though this could obviously be done by running the estimation twice). It is a problem however, if no informative error is returned when users enter something with setx1
and expect their results to be meaningful.
Christopher Gandrud commented
Reporting the latter in a new issue: #306