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st: No Convegence in Likelihood Estimation

From   "Mostafa Baladi" <[email protected]>
To   <[email protected]>
Subject   st: No Convegence in Likelihood Estimation
Date   Wed, 16 Jan 2008 13:04:47 -0600

Dear Statalist members,

I am estimating different ARIMA orders for the same data set.  For some,
the likelihood maximization does not converge and I get the following
error message:  

flat log likelihood encountered, cannot find uphill direction

I reviewed the help options and I am using gtolerance(999) which is
supposed to disable the gradient criterion when it is difficult to
achieve convergence.  I still get the same error message.  Can you
please give me some advice on this?  I will be very grateful.


Mostafa Baladi

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