I’m a beginner at English and Rstan. So I’m sorry for my poor English and coding. When i tried to use Rstan to analyze Time series data, i got 19 warnings at compile and some error massages. Can someone help me with this error? Thanks in advance.

R version 3.5.1 / rstan ‘2.17.3’

[stan code]

```
data {
int<lower=1> T;
matrix[4,T] y;
cov_matrix[8] P;
}
parameters {
vector<lower=-1,upper=1>[4] phi;
vector[4] alp_t[T];
vector[8] eps_eta[T];
real<lower=0.00001> lam_t[T];
real<lower=0.00001> nu;
}
transformed parameters{
matrix[4,4] V_t[T];
matrix[4,4] SIGMA_0;
cov_matrix[8] SIGMA;
matrix[4,4] SIGMA_eps;
matrix[4,4] SIGMA_eta;
V_t[T] = diag_matrix(exp(alp_t[T]));
for(i in 1:4){
for(j in 1:4){
SIGMA_0[i,j] = SIGMA[i+4,j+4]/(1-phi[i]*phi[j]);
}
}
for(i in 1:4){
for(j in 1:4){
SIGMA_eta[i,j] = SIGMA[i+4,j+4];
}
}
for(i in 1:4){
for(j in 1:4){
SIGMA_eps[i,j] = SIGMA[i,j];
}
}
}
model {
//state-space model
SIGMA ~ inv_wishart(8,P);
eps_eta[T] ~ multi_normal(rep_vector(0,8),SIGMA);
alp_t[1] ~ multi_normal(rep_vector(0,4),SIGMA_0);
for(j in 1:T-1){
alp_t[j+1] ~ multi_normal(diag_matrix(phi)*alp_t[j], SIGMA_eta);
}
for(j in 1:T){
y[,j] ~ multi_normal(rep_vector(0,4), SIGMA_eps);
}
//prior
for(i in 1:4){
(phi[i]+1)/2 ~ beta(20,1.5);
}
nu ~ gamma(0.01,0.01);
lam_t[T] ~ gamma(nu/2,nu/2);
}
```

matrix P is positively defined, and i use the diag_matrix((rep_vector(1,8)) instead of P, but the result didn’t change.

[warnings]

```
Warning (non-fatal):
Left-hand side of sampling statement (~) may contain a non-linear transform of a parameter or local variable.
If it does, you need to include a target += statement with the log absolute determinant of the Jacobian of the transform.
Left-hand-side of sampling statement:
SIGMA ~ inv_wishart(...)
sv4.stan is syntactically correct.
```

[R]

```
fitchan <- stan (file = "sv4.stan",
data = list(y=t(fund),T=4538,P=P),
iter = 4000,
chain = 1
)
```

[ERROR ON CONSOLE]

```
hash mismatch so recompiling; make sure Stan code ends with a blank line
...
...
Rejecting initial value:
Error evaluating the log probability at the initial value.
Exception: validate transformed params: SIGMA is not symmetric. SIGMA[1,2] = nan, but SIGMA[2,1] = nan (in 'model2aae10fe6da9_sv4' at line 19)
Initialization between (-2, 2) failed after 100 attempts.
Try specifying initial values, reducing ranges of constrained values, or reparameterizing the model.
[1] "Error in sampler$call_sampler(args_list[[i]]) : Initialization failed."
error occurred during calling the sampler; sampling not done
```