Hi all,

I´m using the arima() function to study a time series but it gives me the following error:

Error en optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, :
  non-finite finite-difference value [3]

I know that I can change the method of the arima() to "CSS" instead of "ML" but I'm specially interested in using maximum likelihood.

I have read that using the Nelder-Mead method in the optim() function could avoid this error but I think that it is not possible to change the method of "optim" from arima().

Does anyone have an idea of how could I solve this problem?

Thanks and regards,

Maider Mateos

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