Hi people,
I´m trying to development a simple routine to run many Arima models result
from some parâmeters 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
Flávio
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