[R] how to check convergence of arima model

Rui Barradas ruipbarradas at sapo.pt
Wed Jul 4 10:01:02 CEST 2012


Sorry, but do you read the answers to your posts?

Em 04-07-2012 08:02, Sajeeka Nanayakkara escreveu:
> I have already fitted several models
> using R code; arima(rates,c(p,d,q))

And I have already answered to a question starting like this yesterday. 
In the mean time, the subject line changed.

> As I heard, best model produce the
> smallest AIC value, but maximum likelihood estimation procedure optimizer
> should converge.
> How to check whether maximum likelihood estimation procedure optimizer has converged or not?

Yes, it was this question, the subject line was 'question'...

... And the answer was: read the manual, that I quoted, by the way.

It now changed to: read the manual, period.

Rui Barradas

> 	[[alternative HTML version deleted]]
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list