Hello,

So I'm trying to fit a model for the evolution of financial indexes to observe the exogenous fluctuations of COVID-19. I determined that for the S&P 500, I have to estimate a ARMA(21,15) by looking at the autocorrelation of the series. But when I try to fit the model with the tseries function arma(), I get an error with the optim function that I believe is suppose to optimize the likelihood. I don't know what to do. Please help.

I am working on the returns series that are stationary. (sorry for my poor English writing skills)

Here the preview :

```
library(quantmod)
library(tseries)
tickers<-c("^GSPC","^DJI","^IXIC","^FTSE","^FCHI","^N100","^N225","^GDAXI","000001.SS","^HSI","^BVSP")
indices<-c("S&P500","Dow Jones","NASDAQ","FTSE 100","CAC 40","EURONEXT 100","NIKKEI 225","DAX ","SSE Composite","HANG SENG","IBOVESPA")
valeurs<-NULL
for(ticker in tickers)
valeurs<-cbind(valeurs,
getSymbols(ticker,src = "yahoo",from = "2017-01-04",auto.assign = FALSE)[,4])
colnames(valeurs)<-indices
rm(ticker,tickers)
valeurs<-valeurs["20170104/20210329"]
valeurs<-na.locf(valeurs)
rendements<-na.omit(ROC(valeurs))
armasp<-arma(rendements$`S&P500`,order = c(21,15))
#> Error in optim(coef, err, gr = NULL, hessian = TRUE, ...): valeur non-finie fournie par optim
```