[R] arima function

[Gaelle BARROT]

Hello,
I am a beginner user of R and I would like to estimate a model with AR
errors. I use arima function:

modele
<-arima(conso,xreg=var.exogenes,order=c(ordre,0,0),include.mean=TRUE,method
="CSS")

My inputs are dummies for each month except one, and the same thing for
each day and each hour.   I have this error message:
Warning message:
possible convergence problem: optim gave code= 1 in: arima(as.ts(conso),
xreg = table, order = c(10, 0, 0), include.mean = TRUE,

I try to estimate this model with SAS and I have a result.

Have you a solution to solve this problem?
Thank you very much,

Gaelle Barrot