[R] Arima Models - Error and jump error

[Ken]

Perhaps:
require(forecast) 
?auto.arima #
Or look into package fitAR. The first performs seasonal optimization so it is likely better for your application.
    Ken Hutchison

On Oct 21, 2554 BE, at 1:59 PM, Flávio Fagundes <flavio2f at gmail.com> wrote:

> Hi people,
> 
> I´m trying to development a simple routine to run many Arima models result
> from some parâmeters combination.
> My data test have one year and daily level.
> A part of routine is:
> 
> for ( d in 0:1 )
>  { for ( p in 0:3 )
>       { for ( q in 0:3 )
>           { for ( sd in 0:1 )
>              { for ( sp in 0:3 )
>                 { for ( sq in 0:3 )
>                     {
> Yfit=arima(Yst[,2],order=c(p,d,q),seasonal=list(order=c(sp,sd,sq),period=7),include.mean=TRUE,xreg=DU0)
>                     }}}}}}
> 
> Until the step 187 it´s run normally, but in the step 187 return a error and
> stop the program.
> 
>> 
> Yfit=arima(Yst[,2],order=c(1,0,1),seasonal=list(order=c(2,1,2),period=7),include.mean=TRUE,xreg=DU0)
> 
> Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control
> = optim.control,  :
>  non-finite finite-difference value [1]
> 
> My questions is:
> 
> 1. What this error mean and why it occured?
> 2. How can I do to this program disregard any error and to continue to run
> until the end of looping?
> 3. Someone know if already have any routine that do this?
> 
> Thanks
> Flávio
> 
>    [[alternative HTML version deleted]]
> 
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