Hi people,

I“m trying to development a simple routine to run many Arima models result
from some parāmeters 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
Flįvio

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