R拟合arima,优化误差,由optim提供的非有限值

时间:2018-04-30 14:57:01

标签: r debugging optimization arima

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!

1 个答案:

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。