在建立ARIMAX模型时，最后利用forecast进行预测的时候，提示
Error in attr(x, "tsp") <- value :
invalid time series parameters specified
这是什么情况，有什么解决的办法吗？
arimax(diff(ts(data[3])),order=c(0,0,1),xtransf = diff(ts(data[2])),transfer = list(c(1,0)))
Call:
arimax(x = diff(ts(data[3])), order = c(0, 0, 1), xtransf = diff(ts(data[2])),
transfer = list(c(1, 0)))
Coefficients:
ma1 intercept USDX_2-AR1 USDX_2-MA0
-0.1896 -0.0011 -0.0319 0.0182
s.e. 0.0446 0.0006 0.1181 0.0019
sigma^2 estimated as 0.0002286: log likelihood = 1355.93, aic = -2703.85
Warning message:
In arimax(diff(ts(data[3])), order = c(0, 0, 1), xtransf = diff(ts(data[2])), :
possible convergence problem: optim gave code=1
forecast(arimax(diff(ts(data[3])),order=c(0,0,1),xtransf = diff(ts(data[2])),transfer = list(c(1,0))))
Error in attr(x, "tsp") <- value :
invalid time series parameters specified
In addition: Warning message:
In arimax(diff(ts(data[3])), order = c(0, 0, 1), xtransf = diff(ts(data[2])), :
possible convergence problem: optim gave code=1