[Gretl-users] Problem with convergence of ARMA and GARCH models

[Blaise Roncagli]

I am a new user to Gretl, and am using version 1.2.9.  I have noticed
that frequently when I attempt to run an ARMA or GARCH model I get a
message "Convergence Criteria not met".  I know what this means, but it
seems to happen frequently with data sets that do not experience this
problem when I use them in "R" or other packages.  Is this a known
problem, or is there some parameter I need to adjust to make this go
away?