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I have an error that says

The estimation algorithm did not converge after 50 iterations and the forecast was not done.

What can I do to prevent this error? Like how can I check the data before forecasting?

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  • $\begingroup$ Sue, I'd like to test out your dataset. Can you post it here? $\endgroup$ – Tom Reilly Feb 17 '12 at 14:30
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In general, if an ARIMA estimation does not converge, it is likely that the model was not a good fit for the data. However, you can increase the number of iterations by adding the argument MAXITER=200, for example.

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Did you try to identify a model? Or did you simply assume a model? Convergence depends on starting values, number of iterations AND the size of the numbers being analyzed. Try scaling your data.

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