Hello R experts!
 Last week I run in to a lot a problems triyng to fit an ARIMA model to a
time series. The problem is that the internal process of the arima function
call function "optim" to estimate the model parameters, so far so good...
but my data presents a problem with the default method "BFGS" of the optim
function, the output error looks like this:

Error en optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control
= optim.control,  :
  non-finite finite-difference value [7]

I've searched through the R-forums for an answer and the only thing that
look like it might help is a suggestion to modify the R-arima function in a
way that allows to select the optimization method for the "optim" function.
The post is available here:

http://finzi.psych.upenn.edu/R/Rhelp02a/archive/138255.html

The problem is that I'm not familiar with the procedure thet the author
suggest, ie, I don't know how to modify the R fucntion through a R-script.

Any help will be very appreciated!!!


regards!!!


Diego.

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