Dates of Estimate

[imendez]

I think Estimate must modify the initial date of estimation when it's necessary, for
example when inputs has unknown values in the initialization dates, showing a
warning message.

[Víctor de Buen Remiro]

* Bug 201 has been marked as a duplicate of this bug. *

[Víctor de Buen Remiro]

Hello, sorry for so large delaying

Internal behaviour of Estimate is too difficult to be changed but now, in CVS
tol/initLibrary/arima/_arima.tol, there is a new function that solves this problem

Date EnsuredBeginOfEstimate(ModelDef mod)

{

Real ARDeg = Degree(SetProd(mod->AR));
Real OmegaDeg = SetMax(EvalSet(Traspose(Extract(mod->Input,1))

[1],Degree));

Succ(First(mod->Output),Dating(mod->Output),ARDeg+OmegaDeg)

};
PutDescription(I2(
"Returns the maxumum date ensuring that Estimate will work over specificed "
"model definition. Use",
"Devuelve la fecha máxima que asegura que la función Estimate funcionará "
"sobre la definición de modelo especificada. Uso")+": \n"+
"Set Estimate(mod,EnsuredBeginOfEstimate(mod));\n",
EnsuredBeginOfEstimate);