set verbose off nulldata 200 set seed 8118 # generate simulated data from a N(3,4) variate series x = normal(3,2) # set starting values scalar m = 0 scalar s2 = 1 # set iteration limit to a ridiculously low value set bfgs_maxiter 10 # perform ML estimation; note the "catch" modifier catch mle loglik = -0.5* (log(2*$pi) + log(s2) + e2/s2) series e2 = (x - m)^2 params m s2 end mle --quiet # grab the error and proceed as needed err = $error if err printf "Not converged! (m = %g, s2 = %g)\n", m, s2 else printf "Converged after %d iterations\n", $model.grcount cs = $coeff ~ sqrt(diag($vcv)) pn = "m s2" modprint cs pn endif