>Scrub the redundant "const" and see what happens.
I had scrubbed before the first message
I think this is because of 197 use only scaling
to mean(scaled_y) = 10 and does not use centering
That' why permanent problems when mean(y) ~o(10^-3 or 10^-4)
for models with consatnt
A more strange thing:
open bad_data.gdt
smpl 1 194
series sty=diff_series/sd(diff_series)
list zli = y_one y_two
y = sty+6.48001
arima 3 0 0; 1 0 0; y 0 zli
# ok
y = sty+6.47999
arima 3 0 0; 1 0 0; y 0 zli
# ok
y = sty+6.48
arima 3 0 0; 1 0 0; y 0 zli --verbose
/*
? arima 3 0 0; 1 0 0; y 0 zli --verbose
NLS: failed to converge after 1605 iterations
Error executing script: halting
> arima 3 0 0; 1 0 0; y 0 zli --verbose
/*
This is very unexpected in several aspects
6.48 = (6.48001+6.47999)/2 so it is not special
--verbose is silent on iterations details
NLS: very unexpected substitute for 197
Oleh
On Fri, 26 Oct 2018, oleg_komashko@ukr.net wrote:
> Dear all,
> The script below
> illustrate the problem
> Findings: extremely bad lnl
> in comparison to --x-12-arima
Scrub the redundant "const" and see what happens.
Allin
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