Dear Allin,
It seems while tolerance for Hannan - Rissanen
was resetted, this is not so for models that
require non-linear autoregression:
open AWM.gdt --quiet
logs TFT
arima 3 0 0;1 0 0; TFT --verbose
arima 3 0 0;1 0 0; l_TFT --verbose
produces
? open AWM.gdt --quiet
Read datafile /usr/local/share/gretl/data/misc/AWM.gdt
? logs TFT
Warning: generated missing values
? arima 3 0 0;1 0 0; TFT --verbose
NLS: failed to converge after 1204 iterations
Error executing script: halting
arima 3 0 0;1 0 0; TFT --verbose
? arima 3 0 0;1 0 0; l_TFT
--verbose
NLS: failed to converge after 1200 iterations
Error executing script: halting
arima 3 0 0;1 0 0; l_TFT --verbose
Oleh