Hi,
On Mon, 27 Sep 2004 09:02:39 -0700 (PDT), Nathaniel B. Derby <[EMAIL PROTECTED]> wrote: > Hello, > > I'm fitting a series of ARIMA models to a data set to compare fits. After > taking the logs of the data and then differencing them to induce stationarity, > I execute > > arima( y, order=c( p, 0, q ), seasonal=list( order=c( P, 0, Q ), period=7 ) ) > > for various values of p, q, P and Q. For one set of these values, I get > > Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE ... : > non-finite finite-difference value [0] > > which tells me that when computing derivatives of the objective function > (armafn) by finite differencing, one of the values is NA, +Inf or -Inf. Any > ideas? I would like to print some values of armafn, but how do I get that > from my data set, and what would I look for? This probably means, that for your values of p, q, P, Q the arima model is not valid arima model, i.e. it is not stationary. Vaidotas ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html