Hello, everyone.
when I was inferring residuals and variance from a estimated ARIMA model, I found some -inf and 0 in the residuals and variance and I don't know what's wrong. This error doesn't happen regular and it only happened in certain dataset. For example, when I infer the data Rtn in the attachment.
My codes are
options = optimset('fmincon');options = optimset(options, 'Display' , 'off', 'Diagnostics', 'off', ... 'Algorithm', 'sqp', 'TolCon' , 1e-7);model= arima('AR', NaN,'ARLags',1, 'Distribution', 't', 'Variance', egarch(1,1));fitmodel = estimate(model, Rtn, 'print', false, 'options', options);[residuals, variances] = infer(fitmodel, Rtn);% Calculate the Standardized Residuals
residuals = residuals ./ sqrt(variances);
When I look at the residuals and variances vector, I find some -inf and 0. I don't know why this happened. But, when I change another data, the infer function works well. Does anyone can help me to figure out this problem.
Thanks, very much.
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