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Bug in TimeSeriesModelFit?

Posted 10 years ago

I'm far from been an expert on the subject. But is this a bug in TimeSeriesModelFit?

If I execute this code.

data=Range@10;
tsm=TimeSeriesModelFit[data,{"ARIMA",{1,1,1}}]
ListLinePlot[{tsm["TemporalData"],TimeSeriesForecast[tsm,{10}]}]

I get an error: "None of the candidate models could be successfully fitted to the \ data. Try a different model family or set of candidate models"

If I just change data to:

data=Range@10+0.001;

I get the correct answer:

enter image description here

POSTED BY: Rodrigo Murta
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