hi: maybe it's minimizing the negative of the likeihood rather than
maximizing the likelihood ?
other than that, i don't see that being possible because of what you
said. see what
happens if you estimate an arima(1,1,3) ?
On Tue, Feb 10, 2009 at 12:51 PM, Stephen Collins wrote:
All -
I am evaluating an arima(2,1,3) and arima(3,1,3) and notice the
log-likelihood of the restricted model is higher than the
log-likelihood of the unrestricted.
Since these are nested models, I thought the unrestricted model would
have a log-likelihood at least as large as that of the restricted
model. Am I interpreting the "loglik" output incorrectly?
Regards,
Stephen Collins, MPP | Analyst
Health & Benefits | Aon Consulting
200 East Randolph, Suite 900, Chicago, IL
Tel: 312-381-2578 | Fax: 312-381-0136
Email: stephen_coll...@aon.com
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