Hello,
I am relatively inexperienced with Gretl, and I had a problem while
attempting to develop a time series model with ARIMA. In particular, once I
gave the parameters and chose the variables for my ARIMA, (dependent + 9
independents, 15 observations; AR order = 1, Difference=1; MA order =1), I
got the following error message: "BFGS: initial value of objective function
is not finite".
Is there something I can do to resolve this problem?
Thank you in advance.