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.