# testing arima on an arma22 series 
# zc --- for the vector of "converged" results (1=converged)
# za --- for the vector of AIC results
# zlglk --- for vector of loglik
# sig2 --- for innovations variance
arma22<-scan("c:/mstuff/stat/arma22.dat");
arma22<-arma22-mean(arma22)
zc<-1:6
za<-1:6
zlglk<-1:6
zsig2<-1:6
z<-arima.mle(arma22,n.cond=10,model=list(order=c(1,0,0)))
zc[1]<-z$converged
za[1]<-z$aic
zlglk[1]<-z$loglik
zsig2[1]<-z$sigma2
z<-arima.mle(arma22,n.cond=10,model=list(order=c(0,0,1)))
zc[2]<-z$converged
za[2]<-z$aic
zlglk[2]<-z$loglik
zsig2[2]<-z$sigma2
z<-arima.mle(arma22,n.cond=10,model=list(order=c(2,0,0)))
zc[3]<-z$converged
za[3]<-z$aic
zlglk[3]<-z$loglik
zsig2[3]<-z$sigma2
z<-arima.mle(arma22,n.cond=10,model=list(order=c(1,0,1)))
zc[4]<-z$converged
za[4]<-z$aic
zlglk[4]<-z$loglik
zsig2[4]<-z$sigma2
z<-arima.mle(arma22,n.cond=10,model=list(order=c(0,0,2)))
zc[5]<-z$converged
za[5]<-z$aic
zlglk[5]<-z$loglik
zsig2[5]<-z$sigma2
z<-arima.mle(arma22,n.cond=10,max.iter=30,max.fcal=30,model=list(order=c(2,0,2)))
zc[6]<-z$converged
za[6]<-z$aic
zlglk[6]<-z$loglik
zsig2[6]<-z$sigma2

zc
za
zlglk
zsig2