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. [[alternative HTML version deleted]]
type the name of the function in an R session. The source code will result- have fun. On Mon, Jan 26, 2009 at 7:36 AM, diego Diego <dhabbyc at gmail.com> wrote:> 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. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Stephen Sefick Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted the annoying little problems of being mammals. -K. Mullis
Unless there is some real reason you need an arima model perhaps you could just try an ar model instead. ?ar On Mon, Jan 26, 2009 at 7:36 AM, diego Diego <dhabbyc at gmail.com> wrote:> 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. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >