[R] Arima contents

[Downey, Patrick]

Hello,

I'm running a number of arima models using the "arima" function. Often,
when lag length gets too high, these model don't converge and an error
message appears as this:
> reg <- arima(y,order=c(7,0,7),xreg=isr)
Warning message:
In arima(y, order = c(7, 0, 7), xreg = isr) :
  possible convergence problem: optim gave code=1


In this case, when you print the results from the arima model, the error
message appears again:
> reg

Call:
arima(x = y, order = c(7, 0, 7), xreg = isr)

Coefficients:
          ar1     ar2      ar3     ar4     ar5     ar6     ar7     ma1
ma2
      -0.3356  0.0282  -0.0124  0.0604  0.1608  0.7949  0.2286  0.4461
0.0099
s.e.      NaN  0.2140   0.1711  0.2545  0.1547  0.0725     NaN     NaN
0.1842
         ma3     ma4     ma5      ma6      ma7  intercept      isr
      0.0841  0.0773  -0.054  -0.7227  -0.1322     6.1433  -0.0818
s.e.  0.1911  0.2689     NaN   0.1774      NaN     5.0604   0.2110

sigma^2 estimated as 4.542:  log likelihood = -651.68,  aic = 1337.36
Warning message:
In sqrt(diag(x$var.coef)) : NaNs produced


I'm writing a loop to run several of these models and I would like to
include an if statement with instructions in case there is a possible
convergence problem. Is there any way to automatically detect a warning
like this without visually inspecting each result? I tried
warnings(arima(y,order=c(7,0,7),isr), but I don't think that will get me
what I want.

The contents of an arima object are below. I was hoping one of them would
include error messages, but I haven't been able to find it.
> summary(reg)
          Length Class  Mode     
coef       16    -none- numeric  
sigma2      1    -none- numeric  
var.coef  256    -none- numeric  
mask       16    -none- logical  
loglik      1    -none- numeric  
aic         1    -none- numeric  
arma        7    -none- numeric  
residuals 299    ts     numeric  
call        4    -none- call     
series      1    -none- character
code        1    -none- numeric  
n.cond      1    -none- numeric  
model      10    -none- list     

Thanks in advance for any help.

-Mitch