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