Why does knitr show a warning using auto.arima?

Question

It appears that running auto.arima from the forecast package in a knitr script always generates a warning - and I don't get this warning when I run it in normal R.

knitr Markdown Example Code:

```{r}
library(forecast)
```
Spurious warning from forecast and knitr
========================================

The following generates a warning that I don't think is valid

```{r}
summary(auto.arima(WWWusage))
```

Produces this:

Whereas running the following in R normally produces no such warning:

> library(forecast)
This is forecast 4.02 

> summary(auto.arima(WWWusage))
Series: WWWusage 
ARIMA(1,1,1)                    

Coefficients:
         ar1     ma1
      0.6504  0.5256
s.e.  0.0842  0.0896

sigma^2 estimated as 9.793:  log likelihood=-254.15
AIC=514.3   AICc=514.55   BIC=522.08

Training set error measures:
       ME      RMSE       MAE       MPE      MAPE      MASE 
0.3035616 3.1137542 2.4052748 0.2805566 1.9174634 0.5315228 

Also since this dataset is the example dataset for auto.arima I'm inclined to believe that the warning is incorrect (since I suspect a "good" example would be given).

Any idea what is going on?

Answer 1

That warning did exist, but was suppressed internally by forecast; see options(warn = -1) in forecast:::search.arima.

knitr (actually the evaluate package) captures the warnings regardless of the getOption('warn') value. In this case, you have to use the warning=FALSE option as Jilber suggested.