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Arima Models - Error and jump error
2 messages · Flávio Fagundes, Kenneth Takagi
Perhaps:
require(forecast)
?auto.arima #
Or look into package fitAR. The first performs seasonal optimization so it is likely better for your application.
Ken Hutchison
On Oct 21, 2554 BE, at 1:59 PM, Fl?vio Fagundes <flavio2f at gmail.com> wrote:
Hi people,
I?m trying to development a simple routine to run many Arima models result
from some par?meters 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 Fl?vio [[alternative HTML version deleted]]
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