我正在使用xreg安装arima:
arima(temp_ts, order = c(1,1,1), seasonal = list(order = c(0,1,0), period = 12),
xreg = temp_xreg, method="CSS")
并报告错误:
Error in optim(init[mask], armaCSS, method = optim.method, hessian = TRUE, :
non-finite value supplied by optim
我尝试添加:
arima(temp_ts, order = c(1,1,1), seasonal = list(order = c(0,1,0), period = 12),
xreg = temp_xreg, method="CSS", optim.method = "L-BFGS-B"))
arima(temp_ts, order = c(1,1,1), seasonal = list(order = c(0,1,0), period = 12),
xreg = temp_xreg, method="CSS", optim.method = "Nelder-Mead"))
但没有任何作用。总是一样的错误!
我甚至尝试添加
"hessian = FALSE"
但是它返回了同样的错误并附加了一个警告:
unused argument (hessian = FALSE)
帮助!
答案 0 :(得分:0)
在拟合 Arima 模型并引入具有七个 one 热变量的 xreg 时,我遇到了完全相同的问题:星期几。我只是通过消除其中一天(在我的情况下是星期天)来解决它,这样其他字段就不会相互确定。