title: R auto.arima "No ARIMA model able to be estimated"
body: <p>I have been using auto.arima with a lot of success in the past. However, I started running into an error that I have had difficulties troubleshooting.
  The error is :</p>
  
  <pre><code>    Error in search.arima(x, d, D, max.p, max.q, max.P, max.Q, max.order,  : 
      No ARIMA model able to be estimated          
  </code></pre>
  
  <p>This is the code that I used; unfortunately I cannot share the data as they are proprietary. </p>
  
  <pre><code>            auto.arima(myts
                        ,max.p=5, max.d=5, max.q=5, max.P=50, max.D=5, max.Q=5
                        ,ic="aicc"
                        ,seasonal=FALSE, allowdrift =FALSE, allowmean=TRUE, stationary=FALSE
                        ,test="kpss"
                        ,stepwise=FALSE, approximation=FALSE
                        ,lambda=NULL
                        ,xreg=historic_xreg
                        ) 
  </code></pre>
  
  <p>The way I am currently treating this is to gradually reduce the exogenous variables in xreg (which start from 10 down to 1 in a loop), but even this fails. This might be because I have fewer than 30 data points. </p>
  
  <p>I looked into the source code but as I am not an experienced programmer I had trouble pinning down the reason of the error. I know it has to do with the functions's inability to find the <strong>bestfit</strong>; or better put I might be expecting too much given the data that I have. The data is yearly and there is no seasonality.</p>
  
  <p><a href="https://github.com/robjhyndman/forecast/blob/master/R/arima.R" rel="nofollow">https://github.com/robjhyndman/forecast/blob/master/R/arima.R</a></p>
  
  <p>My question is: What adjustments do I need to do to allow auto.arima to provide me with a fitted model which then I can assess on its forecasting performance?</p>