[R] optim fails when using arima
MAIDER MATEOS DEL PINO
maider.mateos at ehu.es
Tue Jul 29 13:42:42 CEST 2008
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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