I have a multiplicative ARMA model that seems difficult to estimate as is
actually not converging. I know that usually it means that the specification
of the model is not good, but I think in this case if I augment the limit of
iterations it will soon converge.
Is there a way of doing that? and, Is there a way of changing the tolerance
criterium for ARMA models?
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Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU