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Changes between Initial Version and Version 1 of Ticket #690


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Timestamp:
May 7, 2009, 10:37:44 AM (16 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • Ticket #690

    • Property Status changed from new to assigned

  • Ticket #690 – Description

    initial v1  
    1 It is suggested to change the initial values for the polynomials AR or MA into the function GetArimaFromLabel placed in stdlib/math/stat/models/mle/arima/_fun_general.tol
     1It is suggested to change the initial values for the polynomials AR or MA into the function {{{GetArimaFromLabel}}} placed in [source:/tolp/trunk/tol/stdlib/math/stat/models/mle/arima/_fun_general.tol stdlib/math/stat/models/mle/arima/_fun_general.tol]
    22
    33Just now it appears:
     4{{{
    45 Polyn ar     = GetPolynFromLabel("AR", arTxt, 0.1, period);
    56 Polyn ma     = GetPolynFromLabel("MA", maTxt, 0.1, period);
     7}}}
    68
    79The change is suggested to be:
     10{{{
    811 Polyn ar     = GetPolynFromLabel("AR", arTxt, 0.1, period);
    912 Polyn ma     = GetPolynFromLabel("MA", maTxt, 0.2, period);
     13}}}
    1014
    11 Or any other initial values, but different for AR and MA, in order to avoid the mistake of an BSR estimation when the arguments of the function ArimaStruct are constructed from GetArimaFromLabel.
     15Or any other initial values, but different for AR and MA, in order to avoid the mistake of an BSR estimation when the arguments of the function {{{ArimaStruct}}} are constructed from {{{GetArimaFromLabel}}}.
    1216
    1317thanks!