title: How to ignore statsmodels Maximum Likelihood convergence warning?
body: <p>I was trying to find the optimal parameter order by using a loop:</p>
  
  <pre><code>d = 1    
  for p in range(3):
      for q in range(3):
          try:
             order = (p, 0, q)
             params = (p, d, q)
             arima_mod = ARIMA(ts.dropna(), order).fit(method = 'css-mle', disp = 0)
                  arima_mod_aics[params] = arima_mod.aic
              except:
                  pass
  </code></pre>
  
  <p>and I have received the message:</p>
  
  <pre><code>/usr/local/lib/python2.7/dist-packages/statsmodels-0.6.1-py2.7-linux-x86_64.egg/statsmodels/base/model.py:466: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  "Check mle_retvals", ConvergenceWarning)
  </code></pre>
  
  <p>I would like to ignore this warning, what should I do? Any suggestion?</p>
  
  <p>Thanks in advance.</p>