how to modify an R built-in function?
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]]
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