Hi everyone, I came across these two types of ERROR during the execution of the UCM procedure: 1. ERROR: Parameter estimation failed because the likelihood function or its gradient could not be evaluated at some stage of estimation. No further computations will be done. 2. ERROR: Parameter estimation failed because the likelihood function could not be evaluated at the initial point.   The code that I'm using is the following:   proc ucm data=&ds_in; id &time_id interval=day; model ⌖ splinereg &var1 degree=2 nknots=1; splinereg &var2 degree=2 nknots=1; season length=7 type=dummy; outlier; deplag lags=1; level plot=smooth; estimate plot=panel; forecast back=0 lead=1 outfor=ds_out; ods output OutlierSummary=ucm_outlier; run;   where: - ds_in is the input dataset,  - time_id is the time variabile (date9. format because the dataset is daily), - target is the target variable, - var1 and var2 are the explanatory variables.   What would account for that kind of errors? May I have to insert an additional statement in the procedure? Thanks! ... View more