Unless there is some real reason you need an arima model perhaps you could just try an ar model instead. ?ar
On Mon, Jan 26, 2009 at 7:36 AM, diego Diego <dhab...@gmail.com> wrote: > 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. > ______________________________________________ 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.