[Gretl-users] Problem with convergence of ARMA and GARCH models

I am a new user to Gretl, and am using version 1.2.9. I have noticed that frequently when I attempt to run an ARMA or GARCH model I get a message "Convergence Criteria not met". I know what this means, but it seems to happen frequently with data sets that do not experience this problem when I use them in "R" or other packages. Is this a known problem, or is there some parameter I need to adjust to make this go away?