On 14-04-2012, at 08:33, sagarnikam123 wrote:
> i am running one script for many files,
> Script file atttached:-
> http://r.789695.n4.nabble.com/file/n4556770/AR_anarkali_aic.r
> AR_anarkali_aic.r
> & warnings are given as below
> what is meaning of these warnings?
>
> Warning messages:
> 1: In optim(coef, err, gr = NULL, hessian = TRUE, ...) :
> one-diml optimization by Nelder-Mead is unreliable:
> use "Brent" or optimize() directly
>
> is there anything wrong with my code or my approach to calculate AIC values
> ?
> how i know due to which function warnings is generated?
Well, isn't that obvious? In optim. It says so.
We don't have a datafile so we can't experiment.
According to the documentation of function arma in package tseries one can pass
additional arguments to optim.
Looking in the documentation for optim you can see that there is a method
argument, which appears to have several options. Try arma(<your
arguments>, method="Brent").
You could easily have found this out on your own with:
- library(tseries)
- ?arma
- Click on link to optim
Berend