I am trying to calibrate a non linear mixed model with a AR(1)
autocorrelation structure. This structure is indicated by the ACF plot. When
calibrating the model without the AR(1), everything comes out nicely.
However, when the AR(1) structure is included in the model, the Phi
parameter estimate comes out to be 1. This result occurs with various
starting values in the correlation statement. Am I missing something, or the
model cannot be calibrated with the AR(1)?  

 

Thanks for you input.

 

Robert Schneider

 

 


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