Hi! I have to fit 36 ARMA models (all combination from the order (0,0) to the order (5,5) ) to 1000 bootstrap replication from each of 1000 simulated time series following an ARMA(2,1) process. The simulated series are generated by ARIMA.SIM command. The problem is the following: the esimation procedure of ARMA coefficient stops after the estimation of a certain number of bootstrap replication (it ranges from 10,15 to 55) always before the 10-th simulated serie due to an "error in solve.default(res$hessian * n.used) : Lapack routine dgesv: is the system is exactely singiular" . I tried to modify the command OPTIM in the command ARIMA, it worked but not when I try to apply this modified OPTIM in the ARMA command. In other words I put an error in the OPTIM command but ARMA ignores it and gives me parameters estimation. Another (related) question is the following: is there a way to modify ARIMA command in order to get only the estimated coefficients and the AIC ? I really would like to thank for the kind attention. Best, Livio Fenga Chiacchiera con i tuoi amici in tempo reale! http://it.yahoo.com/mail_it/foot/*http://it.messenger.yahoo.com