Hello R experts! Last week I run in to a lot a problems triyng to fit an ARIMA model to a time series. The problem is that the internal process of the arima function call function "optim" to estimate the model parameters, so far so good... but my data presents a problem with the default method "BFGS" of the optim function, the output error looks like this:
Error en optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [7] I've searched through the R-forums for an answer and the only thing that look like it might help is a suggestion to modify the R-arima function in a way that allows to select the optimization method for the "optim" function. The post is available here: http://finzi.psych.upenn.edu/R/Rhelp02a/archive/138255.html The problem is that I'm not familiar with the procedure thet the author suggest, ie, I don't know how to modify the R fucntion through a R-script. Any help will be very appreciated!!! regards!!! Diego. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
