Re: [Gretl-devel] arima issues
Dear Sven,
There's much less problems in 2018c
and older versions
My conjecture it's
new mpfr
arima 1 1 1; l_realcons --nc
is a nasty thing: in stata it fails to converge
thew problem: on 2018a
thewre are no craches
and
arima 1 1 1; l_realcons --nc --lbfgs
converges
Oleh
13 жовтня 2018, 16:54:37, від "Sven Schreiber" <svetosch(a)gmx.net>:
Am 13.10.2018 um 13:35 schrieb oleg_komashko(a)ukr.net:
> Dear all,
> Below is a script illustrating
> some problems with arima command
> excellent testing! This must come from the internal switch to the AS197 algorithm.
Good that you found those bugs.
>
> cheers,
> sven
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