Re: [Gretl-devel] arima, re-,re-.....revisited
On Wed, 21 Feb 2018, oleg_komashko(a)ukr.net wrote:
It was on the previous message , greene5_1
I'm going to press my point: your previous message did _not_ refer
to any data file and so was equally incomprehensible. Please, if you
post hansl code that is supposed to be runnable, include a reference
to a specific data file (or a suitable "nulldata" command plus
appropriate follow-up).
That said, I now take your point: you present a number of possible
manual initializations of an ARMA(1,1) model of the US population
variable from the greene5_1 dataset, all of which work to produce ML
estimates, yet if the initialization is left to the gretl default,
estimation fails at the first step. I agree, this suggests there is
something wrong with our automatic initialization. We'll look into
it as you suggest.
Allin