[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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