id	summary	reporter	owner	description	type	status	priority	milestone	component	version	severity	resolution	keywords	cc
224	error when estimating with a bad defined AR or MA set of Polyn	Jorge	Jorge	"The following code will break down TOL!!!!


Set SimulateARIMA(TimeSet tms, Date from, Real size, Set input,
                  Real sig2, Real deg_dif, Polyn pol_ar, Polyn pol_ma)
{
  Date to = Succ(from, tms, size-1);
  
  Serie at = SubSer(Gaussian(0,sig2,tms), Succ(from,tms,-100), to);
  Polyn pol_dif = If(deg_dif==0, 1, 1-B^deg_dif);
  Serie Nt = SubSer(DifEq(pol_ma/(pol_dif*pol_ar),at), from, to);
  Set input_fil = EvalSet(input, Serie (Set inp) {Serie inp[1]:inp[2]});
  Serie filter = BinGroup(""+"", input_fil);
  
  Set ModelDef(filter+Nt, 1, 0, deg_dif, 0, pol_dif,
               [[pol_ar, 1]],
               [[1, pol_ma]],
               input,
               AllLinear)
};

Serie GenStep(TimeSet tms, Date from, Real size, Real point)
{
  Date to = Succ(from,tms,size-1);
  Serie SubSer(Step(Succ(from,tms,point-1),tms), from, to)
};

Set test_one(Real a)
{
  Set inputs = [[InputDef(1.2, GenStep(Mensual, y2004, 600, 150)),
                InputDef(-1.3, GenStep(Mensual, y2004, 600, 300))]];

  Set mod = SimulateARIMA(Mensual, y2004, 600, inputs, 1.0, 0, 1-0.7*B,1);

  Set Estimate(mod, First(mod[1]), Last(mod[1]))
};

Set est = test_one(1);"	defect	closed	normal		Math	head	critical	fixed