Opened 16 years ago
Last modified 16 years ago
#690 closed enhancement
Initial values of ARMA parameters in function GetArimaFromLabel — at Version 1
Reported by: | mafernandez | Owned by: | Víctor de Buen Remiro |
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Priority: | highest | Milestone: | |
Component: | Math | Version: | 1.1.7 |
Severity: | normal | Keywords: | |
Cc: |
Description (last modified by )
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
Just now it appears:
Polyn ar = GetPolynFromLabel("AR", arTxt, 0.1, period); Polyn ma = GetPolynFromLabel("MA", maTxt, 0.1, period);
The change is suggested to be:
Polyn ar = GetPolynFromLabel("AR", arTxt, 0.1, period); Polyn ma = GetPolynFromLabel("MA", maTxt, 0.2, period);
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
.
thanks!
Change History (1)
comment:1 Changed 16 years ago by
Description: | modified (diff) |
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Status: | new → assigned |
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