Dear Statalist members,
I am estimating different ARIMA orders for the same data set. For some,
the likelihood maximization does not converge and I get the following
error message:
flat log likelihood encountered, cannot find uphill direction
I reviewed the help options and I am using gtolerance(999) which is
supposed to disable the gradient criterion when it is difficult to
achieve convergence. I still get the same error message. Can you
please give me some advice on this? I will be very grateful.
Thanks,
Mostafa Baladi
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