Re: [Gretl-devel] arima, re-,re-.....revisited
Am 21.02.2018 um 11:00 schrieb oleg_komashko(a)ukr.net:
In my opinion the first thing to check with
init values is to compute absolute values
of the corresponding polinomial
I suspect, some are outside the admissibility region
Perhaps you could check your
example with the polroots() function. I
tend to agree that the algorithm should avoid initial values that are in
an "inadmissible" region. OTOH sometimes it is perfectly valid to
estimate models with --for example-- explosive roots. So maybe it's not
always clear a priori what "admissible" really means.
cheers,
sven