Hi Rick,
My observations in each group are large, min 30 and max 140+.
I cannot understand why, but after I change the output table from InitialMAEstimates to MAPolynomial, the error diappears. I suspected it's the error on the table name, instead of the small variance.
But it's another mystery. When I ran ods trace on, the InitialMAEstimates did not show up, which means there is no table with that name. But it is listed on https://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_arima_sect052.htm.
Now, instead of producing 5000 MAPolynomial tables corresponding to 5000 groups, it only produced 500, the maximum level I can set in the Tools/options/Results/General Results menu.
Basically, I would like to estimate the theta coefficients of the MA(2) process. If there are any other suggestion other than Proc Arima, I would really appreciate.
Thanks, Mai
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