[Gretl-users] ARIMA models CML
Dear all,
I have a question about ARIMA models. Let us consider, for example, an ARIMA(3,1,3) for
the time series y(t). The parameters are estimated using the Conditional Maximum
Likelihood, so I use
arima 3 1 3 ; y --conditional
In this case the convergence criterion was not met. I'd like change the convergence
tolerance, is it possible?
Thanks.
Best regards
Alessandro
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