[R] how to check convergence of arima model

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


Hello,

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

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

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