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chabbi
2009 Jan 27
2
optim() and ARIMA
dhabby wrote:
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: