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2007-12-09
> aic<-matrix(rep(0,36),6,6)
> for(i in 1:6) for(j in 1:6)
+ {fit.arima<-arima(WR,order=c(i,0,j))
+ aic[i,j]<-fit.arima$aic
+ }
Warning messages:
1: In arima(WR, order = c(i, 0, j)) :
  possible convergence problem: optim gave code=1
2: In arima(WR, order = c(i, 0, j)) :
  possible convergence problem: optim gave code=1
3: In arima(WR, order = c(i, 0, j)) :
  possible convergence problem: optim gave code=1
4: In arima(WR, order = c(i, 0, j)) :
  possible convergence problem: optim gave code=1
5: In arima(WR, order = c(i, 0, j)) :
  possible convergence problem: optim gave code=1
6: In arima(WR, order = c(i, 0, j)) :
  possible convergence problem: optim gave code=1
7: In arima(WR, order = c(i, 0, j)) :
  possible convergence problem: optim gave code=1
8: In arima(WR, order = c(i, 0, j)) :
  possible convergence problem: optim gave code=1
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2007-12-9 13:51:00

你可能没用acf & pacf初判

ARIMA model可能的p q order.

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2007-12-10 16:29:00
不收敛
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2007-12-11 05:56:00
Explain of error infor:
ARMA(p,q), given p,q, then it generally uses m.l.e. to estimate the model parameters(phi_hat,theta_hat, and white noise variance),  probably(you should check maybe), I think they use the R base built-in optim() to get the nonlinear optimization solution. In optim(), if flag returns 1, which means that the algorithm does Not converge, in another words, it's not the m.l.e. estimate you want.
Hope this helps.

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2017-10-3 15:19:44
这个意思是36个模型中有8个不收敛?
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