hi, the return value 'code' from optim in arima() does not match the warning message code if (method != "CSS") && (tranform.pars==TRUE) && (final iteration MA estimate is not invertible) (res in the source code is overwritten by a re-fitting with invertible MA estimates.) is this a desirable feature? #---sample code (r-1.9.1)--- set.seed(27); y <- rnorm(10); out <- arima(y, c(0,0,1), method="ML", optim.control=list(maxit=3) ); print( paste("out$code =", out$code) ); #---end h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland United Kingdom Tel +44 (0)28 9097 3290 Fax +44 (0)28 9033 5156