[R] undesirable arima() return code "feature"

[Hiroyuki Kawakatsu]

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.
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Hiroyuki Kawakatsu
School of Management and Economics
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Queen's University, Belfast
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