r - Error in optim(init[mask], armaCSS, method = optim.method, hessian = FALSE, : non-finite value supplied by optim

Question

Hi I'm trying to build a Arima forecast using multiple exogenous variables in my R 4.0.2. My exogenous variables are binary & contain 0 and 1 only. I wrote following code

z=Arima(train$Util,order=c(2,1,2),xreg=as.matrix(train[,c(6,7)]))

I'm getting the error message

Error in optim(init[mask], armaCSS, method = optim.method, hessian = FALSE,  : 
non-finite value supplied by optim

My data is looking like

Date    Util  ... ... ... Weekdays  Weenend
 1      0.425  ... ... ...     1       0
 2      0.351  ... ... ...     1       0
 3      0.382  ... ... ...     1       0
 4      0.451  ... ... ...     1       0
 5      0.421  ... ... ...     1       0
 6      0.701  ... ... ...     0       1
 7      0.752  ... ... ...     0       1

I'm seeing maximum utilization during week end so I have created two variables weekdays & weekend & trying to incorporate them in my Arima Can you help me to resolve the issue?

Answer 1

等待大神答复