[Gretl-devel] arima ... -nc very quick to realize and robust proposals

Dear Allin, When iterations are finished  with no convergence for arima .... -nc without exogenous variables arima should compute minimal abs. root if it is less than 1.05 , rather than give an error message it should output the estimated, supplied with warning of the following types: 1) (i) bad root(s) (ii) bad gradient norm 2) (i) bad root(s) (ii) bad tolerance 3) (i) bad root(s) (ii) bad gradients (iii) bad tolerance In all cases of --nc non-convergece I have encountered only cases 1) and 3) Every time the final parameter values had 4 or more same digits with --x-12 and better final loglik So, no risk: no changes when it worked good 2 minutes of coding Robustness, supplied with clear bad roots diagnistics 5 for max grad norm is very good in almost cases but for arima --nc it is also somewhat ad hoc Scaling by 10^6 or 10^-6 is not exotic: $1 and $10^6 units; one human being or 1 mln people unit etc This can change final norm values by several dozens times One's more: 2 minutes of fork No risk Oleh