Error with AR model: Cannot Decrease Objective Function Hessian is not positive definite
I am getting the following error while producing a ARI(1,1) model. The steps I have followoed to produce the model below are: 1. Analyze > Specialized Modeling > Time Series
2. Select appropriate x and y.
3. Change Autocorrelation Lags to 55
4. Once plotted, click red down arrow near the title and select "Difference". Set Nonseasonal Plot to 1.
5. Once plotted, click red down arrow near the title and ...
jay_holavarri