ARIMA建模

Question

I am trying to fit an ARIMA model to my time series.

I am trying to get the best model for my time series as follows,

best.aic<-Inf
for(p in 0:6){
  for(d in 0:6){
    for(q in 0:6){
      fit<-arima(nasdaq_ts,order=c(p,d,q))
      fit.aic<- fit$aic
      if (fit.aic < best.aic) {
        best.aic<-fit.aic
        best.fit<-fit
        best.order<-c(p,d,q)
        }
      }
    }
  }

But I am getting an error which says as follows

Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE,  : 
  initial value in 'vmmin' is not finite

I cannot understand the above error or what is causing it? Can someone please help me here

My time series looks as follows,

Answer 1

Are you familiar with the auto.arima function? It contains parameters that allow you to specify the model space to search, as well as the type of search to perform.

Answer 2

Try this code:-

nasdaqfinal.aic <- Inf
nasdaqfinal.order <- c(0,0,0)
for (p in 0:6) for (d in 0:6) for (q in 0:6) {
nasdaqcurrent.aic <- AIC(arima(data, order=c(p, d, q)))
if (nasdaqcurrent.aic < nasdaqfinal.aic) {
nasdaqfinal.aic <- nasdaqcurrent.aic
nasdaqfinal.order <- c(p, d, q)
nasdaqfinal.arima <- arima(data, order=nasdaqfinal.order)
}
}