Hi,
I'm using the arima function in R to deal with timeseries data, accessing it
from an external Java application. The connection to Java though, is not my
problem.
The problem is that often the arima function does not return a value, but
instead throws the error:
Error in optim ...
initial value is not finite
I've searched the net and help listings for a while now, and all I can find
is that if the parameters for the ARIMA model are set wrong, then the
function cannot create a stable model :-(
Does this mean that I have to know beforehand which parameters I need for
the model?!! I thought the whole idea was to create a model, see how it
behaves, and THEN adapt the parameters. (I know that I can use
AutoCorrelation and such to figure out more about the parameters, but
anyway.)
Thanks
Johan Hedlund
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