Re: [Gretl-users] Maximum Arma order
Am 15.10.2012 22:45, schrieb Sanzad Siddique:
Hi,
Is there any limitation on maximum allowable order for estimating arma
model parameters. I am trying from GUI and its not allowing order value
more than 10.
Usually specifying orders this high isn't reasonable. I think there is
some message by Jack in the mailing list archives about this stuff.
Having said that, if you really need these high orders, you should know
what you are doing, and in that case you can/must use the scripting
interface. There it should be possible IIRC. Be prepared for numerical
convergence problems though.
hth,
sven