Re: [Gretl-users] armax-auto option occasionally generates this error

Can you supply the data set? As attachment, may be. --- Оригінальне повідомлення --- Від кого: "Tim Nall" <tnall.ling(a)gmail.com&gt; Дата: 26 квітня 2014, 13:19:16 Thanks to all for the replies. Will try to find TRAMO. meanwhile, the armax-auto option occasionally generates this error: ? armax(4, 4, BOTH, null, 1, 1, 0, 1, 0) BFGS: initial value of objective function is not finite *** error in function armax, line 82 > loop q = 0..maxq On Sat, Apr 26, 2014 at 4:46 PM, Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it&gt; wrote: > On Sat, 26 Apr 2014, oleg_komashko(a)ukr.net wrote: > >> You can use armax_auto (see time series menu in Gretl GUI). The function >> has a drawback: the cycle crushes on encountering a unit root in MA part of >> the model Also you can use auto.arima{forecast} in R My experience tells it >> would be better to determine the order of integration (use unit root tests) >> beforehand and use, say "d=1" in auto.arima (type ?auto.arima in R console) > > > That's a function package, you may need to install it first: go to > Files>Function Files>On server. > > ------------------------------------------------------- > Riccardo (Jack) Lucchetti > Dipartimento di Scienze Economiche e Sociali (DiSES) > > Università Politecnica delle Marche > (formerly known as Università di Ancona) > > r.lucchetti(a)univpm.it > http://www2.econ.univpm.it/servizi/hpp/lucchetti > ------------------------------------------------------- > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users -- Best regards, Timothy M. Nall Assistant Professor National Quemoy University Kinmen, Taiwan _______________________________________________ Gretl-users mailing listGretl-users@lists.wfu.eduhttp://lists.wfu.edu/mailman/listinfo/gretl-users ! _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users