请教一下高手,我做时间序列分析,经过一阶差分以后,确定了ARIMA模型为(1,1,1)。但是我在做estimate这个步骤时,报错
| ERROR: | The estimation algorithm did not converge after 50 iterations. |
请教高手
proc arima
data=shouru.a;
identify var=x(1) nlag=12;
run;
estimate
p=1 q=1;
run;
forecast lead=12 interval=month id=date out=results;
run;
我这个程序有什么问题啊?谢谢啦.为何我运行出来不预报啊。
出来的是这个
ARIMA Estimation Optimization SummaryEstimation MethodConditional Least SquaresParameters Estimated3Termination CriteriaMaximum Relative Change in EstimatesIteration Stopping Value0.001Criteria Value0.047823Alternate CriteriaRelative Change in Objective FunctionAlternate Criteria Value0.000518Maximum Absolute Value of Gradient1.2294E9R-Square Change from Last Iteration0.129779Objective FunctionSum of Squared ResidualsObjective Function Value2.6653E9Marquardt's Lambda Coefficient1E-12Numerical Derivative Perturbation Delta0.001Iterations50Warning MessageThe estimation algorithm did not converge
如果我是运行
proc arima
data=shouru.a;
identify var=x nlag=12;
run;
estimate
p=1 q=1;
run;
forecast lead=12 interval=month id=date out=results;
run;
就会出来没有经过1阶差分的,p=1,q=1的预报结果
而且这个程序,也会出来预报结果;
proc arima data=tax.yijie;
identify var=x(1,12) nlag=12 ;
estimate p=1 q=1 method=cls;
forecast lead=12 interval=month id=date out=results;
run;
这是为什么呢?
希望各位帮帮忙啊