R help - Feb 2009 - loglik and arima()

All - 

I am evaluating an arima(2,1,3) and arima(3,1,3) and notice the 
log-likelihood of the restricted model is higher than the log-likelihood 
of the unrestricted. 

Since these are nested models, I thought the unrestricted model would have 
a log-likelihood at least as large as that of the restricted model.  Am I 
interpreting the "loglik" output incorrectly?

Regards,

   
Stephen Collins, MPP | Analyst
Health & Benefits | Aon Consulting
200 East Randolph, Suite 900, Chicago, IL
Tel: 312-381-2578 | Fax: 312-381-0136
Email: stephen_collins@aon.com
 
Aon Consulting selected by the readers of Business Insurance as the “Best 
Employee Benefit Consulting Firm” in 2006, 2007, and 2008
 
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hi: maybe it's minimizing the negative of the likeihood rather than 
maximizing the likelihood ?
other than that, i don't see that being possible because of what you 
said. see what
happens if you estimate an arima(1,1,3) ?





On Tue, Feb 10, 2009 at 12:51 PM, Stephen Collins wrote:
> All -
> I am evaluating an arima(2,1,3) and arima(3,1,3) and notice the 
> log-likelihood of the restricted model is higher than the 
> log-likelihood of the unrestricted.
> Since these are nested models, I thought the unrestricted model would 
> have a log-likelihood at least as large as that of the restricted 
> model.  Am I interpreting the "loglik" output incorrectly?
>
> Regards,
>
>    Stephen Collins, MPP | Analyst
> Health & Benefits | Aon Consulting
> 200 East Randolph, Suite 900, Chicago, IL
> Tel: 312-381-2578 | Fax: 312-381-0136
> Email: stephen_collins at aon.com
>  Aon Consulting selected by the readers of Business Insurance as the 
> ???Best Employee Benefit Consulting Firm??? in 2006, 2007, and 2008
>  NOTE: The information contained in this transmission, including any 
> attachment(s) is only for the use of the intended individual(s) or 
> entity, and may contain information that is privileged and 
> confidential. If the reader of this message is not an intended 
> recipient, you are hereby notified that any dissemination, 
> distribution, disclosure, or copying of this information is 
> unauthorized and strictly prohibited. If you have received this 
> communication in error, please contact the sender immediately by reply 
> email and destroy all copies of the original message.
>
> 	[[alternative HTML version deleted]]
>
>
>
>      ------------------------------
>
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