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Opened 17 years ago

Closed 17 years ago

#596 closed defect (fixed)

Fail in low order ARMATACov (and ARMAACov)

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: highest Milestone:
Component: Math Version: head
Severity: major Keywords:
Cc:

Description

Function ARMATACov returns different values of first autocovariances for some low orders

Polyn ARPol = 1-1.5*B+0.5625*B2;
Polyn MAPol = 1-0.624335218558454*B-0.08678995853253455*B2+0.6681024625307754*B3-0.5605871319845306*B4+0.1937128035351634*B5;

Set For(1,6,Matrix(Real k){

Matrix m = ARMATACov(ARPol,MAPol,k);
WriteLn(FormatMatrix(Tra(m)));
m

});

Returns these lines

11.12789038072332
11.12789038072332;10.09813430624192
11.12789038072332;10.09813430624192;9.240663647489591
3.763607141502552;3.130525976160094;2.931660474428523;2.942451345655835
6.546410972048287;5.802017653483999;5.373570835732404;5.102602819116959;4.240310981361478
6.546410972048287;5.802017653483999;5.373570835732404;5.102602819116959;4.240310981361478;3.683965189824091

Obviously first four lines are wrong

Change History (1)

comment:1 Changed 17 years ago by Víctor de Buen Remiro

Resolution: → fixed
Status: new → closed

Problem has been fixed in CVS (1.1.6 and HEAD)

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