I know this is old questions but since I too have the same problem just now and found out the answer, thought I might share it. The problem was due to configuration at pood.d/ directory.
Open
/etc/php5/fpm/pool.d/www.conf
find
listen = 127.0.0.1:9000
change to
listen = /var/run/php5-fpm.sock
Restart both nginx and php5-fpm service afterwards and check if php5-fpm.sock already created.