If you think that there is an error in how your package is being tested or represented, please file an issue at NewPkgEval.jl , making sure to read the FAQ first.
Results with Julia v1.2.0
Testing was successful .
Last evaluation was ago and took 12 minutes.
Click here to download the log file.
Click here to show the log contents.
Resolving package versions...
Installed DataAPI ──────────────── v1.1.0
Installed Missings ─────────────── v0.4.3
Installed PDMats ───────────────── v0.9.10
Installed CommonSubexpressions ─── v0.2.0
Installed LineSearches ─────────── v7.0.1
Installed BinaryProvider ───────── v0.5.8
Installed StatsBase ────────────── v0.32.0
Installed ARCHModels ───────────── v0.5.3
Installed Reexport ─────────────── v0.2.0
Installed Polynomials ──────────── v0.6.0
Installed URIParser ────────────── v0.4.0
Installed Requires ─────────────── v0.5.2
Installed StatsFuns ────────────── v0.8.0
Installed NLSolversBase ────────── v7.5.0
Installed HypothesisTests ──────── v0.8.0
Installed Compat ───────────────── v2.2.0
Installed ForwardDiff ──────────── v0.10.7
Installed Rmath ────────────────── v0.6.0
Installed Calculus ─────────────── v0.5.1
Installed OrderedCollections ───── v1.1.0
Installed Combinatorics ────────── v0.7.0
Installed Roots ────────────────── v0.8.3
Installed RecipesBase ──────────── v0.7.0
Installed DataStructures ───────── v0.17.6
Installed FillArrays ───────────── v0.8.2
Installed DiffResults ──────────── v0.0.4
Installed DiffEqDiffTools ──────── v1.5.0
Installed ArrayInterface ───────── v2.0.0
Installed NaNMath ──────────────── v0.3.3
Installed DiffRules ────────────── v0.0.10
Installed StaticArrays ─────────── v0.12.1
Installed Parameters ───────────── v0.12.0
Installed QuadGK ───────────────── v2.1.1
Installed BinDeps ──────────────── v0.8.10
Installed PositiveFactorizations ─ v0.2.3
Installed SortingAlgorithms ────── v0.3.1
Installed SpecialFunctions ─────── v0.7.2
Installed Distributions ────────── v0.21.5
Installed Optim ────────────────── v0.19.5
Installed Arpack ───────────────── v0.3.1
Updating `~/.julia/environments/v1.2/Project.toml`
[6d3278bc] + ARCHModels v0.5.3
Updating `~/.julia/environments/v1.2/Manifest.toml`
[6d3278bc] + ARCHModels v0.5.3
[7d9fca2a] + Arpack v0.3.1
[4fba245c] + ArrayInterface v2.0.0
[9e28174c] + BinDeps v0.8.10
[b99e7846] + BinaryProvider v0.5.8
[49dc2e85] + Calculus v0.5.1
[861a8166] + Combinatorics v0.7.0
[bbf7d656] + CommonSubexpressions v0.2.0
[34da2185] + Compat v2.2.0
[9a962f9c] + DataAPI v1.1.0
[864edb3b] + DataStructures v0.17.6
[01453d9d] + DiffEqDiffTools v1.5.0
[163ba53b] + DiffResults v0.0.4
[b552c78f] + DiffRules v0.0.10
[31c24e10] + Distributions v0.21.5
[1a297f60] + FillArrays v0.8.2
[f6369f11] + ForwardDiff v0.10.7
[09f84164] + HypothesisTests v0.8.0
[d3d80556] + LineSearches v7.0.1
[e1d29d7a] + Missings v0.4.3
[d41bc354] + NLSolversBase v7.5.0
[77ba4419] + NaNMath v0.3.3
[429524aa] + Optim v0.19.5
[bac558e1] + OrderedCollections v1.1.0
[90014a1f] + PDMats v0.9.10
[d96e819e] + Parameters v0.12.0
[f27b6e38] + Polynomials v0.6.0
[85a6dd25] + PositiveFactorizations v0.2.3
[1fd47b50] + QuadGK v2.1.1
[3cdcf5f2] + RecipesBase v0.7.0
[189a3867] + Reexport v0.2.0
[ae029012] + Requires v0.5.2
[79098fc4] + Rmath v0.6.0
[f2b01f46] + Roots v0.8.3
[a2af1166] + SortingAlgorithms v0.3.1
[276daf66] + SpecialFunctions v0.7.2
[90137ffa] + StaticArrays v0.12.1
[2913bbd2] + StatsBase v0.32.0
[4c63d2b9] + StatsFuns v0.8.0
[30578b45] + URIParser v0.4.0
[2a0f44e3] + Base64
[ade2ca70] + Dates
[8bb1440f] + DelimitedFiles
[8ba89e20] + Distributed
[b77e0a4c] + InteractiveUtils
[76f85450] + LibGit2
[8f399da3] + Libdl
[37e2e46d] + LinearAlgebra
[56ddb016] + Logging
[d6f4376e] + Markdown
[a63ad114] + Mmap
[44cfe95a] + Pkg
[de0858da] + Printf
[3fa0cd96] + REPL
[9a3f8284] + Random
[ea8e919c] + SHA
[9e88b42a] + Serialization
[1a1011a3] + SharedArrays
[6462fe0b] + Sockets
[2f01184e] + SparseArrays
[10745b16] + Statistics
[4607b0f0] + SuiteSparse
[8dfed614] + Test
[cf7118a7] + UUIDs
[4ec0a83e] + Unicode
Building SpecialFunctions → `~/.julia/packages/SpecialFunctions/fvheQ/deps/build.log`
Building Arpack ──────────→ `~/.julia/packages/Arpack/cu5By/deps/build.log`
Building Rmath ───────────→ `~/.julia/packages/Rmath/BoBag/deps/build.log`
Building ARCHModels ──────→ `~/.julia/packages/ARCHModels/2KYU3/deps/build.log`
Testing ARCHModels
Resolving package versions...
Installed PooledArrays ──────────────── v0.5.2
Installed DataValueInterfaces ───────── v1.0.0
Installed StatsModels ───────────────── v0.6.7
Installed InvertedIndices ───────────── v1.0.0
Installed Tables ────────────────────── v0.2.11
Installed GLM ───────────────────────── v1.3.4
Installed TableTraits ───────────────── v1.0.0
Installed DataFrames ────────────────── v0.19.4
Installed ShiftedArrays ─────────────── v1.0.0
Installed Parsers ───────────────────── v0.3.10
Installed JSON ──────────────────────── v0.21.0
Installed IteratorInterfaceExtensions ─ v1.0.0
Installed CategoricalArrays ─────────── v0.7.3
Status `/tmp/jl_v2Gt8P/Manifest.toml`
[6d3278bc] ARCHModels v0.5.3
[7d9fca2a] Arpack v0.3.1
[4fba245c] ArrayInterface v2.0.0
[9e28174c] BinDeps v0.8.10
[b99e7846] BinaryProvider v0.5.8
[49dc2e85] Calculus v0.5.1
[324d7699] CategoricalArrays v0.7.3
[861a8166] Combinatorics v0.7.0
[bbf7d656] CommonSubexpressions v0.2.0
[34da2185] Compat v2.2.0
[9a962f9c] DataAPI v1.1.0
[a93c6f00] DataFrames v0.19.4
[864edb3b] DataStructures v0.17.6
[e2d170a0] DataValueInterfaces v1.0.0
[01453d9d] DiffEqDiffTools v1.5.0
[163ba53b] DiffResults v0.0.4
[b552c78f] DiffRules v0.0.10
[31c24e10] Distributions v0.21.5
[1a297f60] FillArrays v0.8.2
[f6369f11] ForwardDiff v0.10.7
[38e38edf] GLM v1.3.4
[09f84164] HypothesisTests v0.8.0
[41ab1584] InvertedIndices v1.0.0
[82899510] IteratorInterfaceExtensions v1.0.0
[682c06a0] JSON v0.21.0
[d3d80556] LineSearches v7.0.1
[e1d29d7a] Missings v0.4.3
[d41bc354] NLSolversBase v7.5.0
[77ba4419] NaNMath v0.3.3
[429524aa] Optim v0.19.5
[bac558e1] OrderedCollections v1.1.0
[90014a1f] PDMats v0.9.10
[d96e819e] Parameters v0.12.0
[69de0a69] Parsers v0.3.10
[f27b6e38] Polynomials v0.6.0
[2dfb63ee] PooledArrays v0.5.2
[85a6dd25] PositiveFactorizations v0.2.3
[1fd47b50] QuadGK v2.1.1
[3cdcf5f2] RecipesBase v0.7.0
[189a3867] Reexport v0.2.0
[ae029012] Requires v0.5.2
[79098fc4] Rmath v0.6.0
[f2b01f46] Roots v0.8.3
[1277b4bf] ShiftedArrays v1.0.0
[a2af1166] SortingAlgorithms v0.3.1
[276daf66] SpecialFunctions v0.7.2
[90137ffa] StaticArrays v0.12.1
[2913bbd2] StatsBase v0.32.0
[4c63d2b9] StatsFuns v0.8.0
[3eaba693] StatsModels v0.6.7
[3783bdb8] TableTraits v1.0.0
[bd369af6] Tables v0.2.11
[30578b45] URIParser v0.4.0
[2a0f44e3] Base64 [`@stdlib/Base64`]
[ade2ca70] Dates [`@stdlib/Dates`]
[8bb1440f] DelimitedFiles [`@stdlib/DelimitedFiles`]
[8ba89e20] Distributed [`@stdlib/Distributed`]
[9fa8497b] Future [`@stdlib/Future`]
[b77e0a4c] InteractiveUtils [`@stdlib/InteractiveUtils`]
[76f85450] LibGit2 [`@stdlib/LibGit2`]
[8f399da3] Libdl [`@stdlib/Libdl`]
[37e2e46d] LinearAlgebra [`@stdlib/LinearAlgebra`]
[56ddb016] Logging [`@stdlib/Logging`]
[d6f4376e] Markdown [`@stdlib/Markdown`]
[a63ad114] Mmap [`@stdlib/Mmap`]
[44cfe95a] Pkg [`@stdlib/Pkg`]
[de0858da] Printf [`@stdlib/Printf`]
[3fa0cd96] REPL [`@stdlib/REPL`]
[9a3f8284] Random [`@stdlib/Random`]
[ea8e919c] SHA [`@stdlib/SHA`]
[9e88b42a] Serialization [`@stdlib/Serialization`]
[1a1011a3] SharedArrays [`@stdlib/SharedArrays`]
[6462fe0b] Sockets [`@stdlib/Sockets`]
[2f01184e] SparseArrays [`@stdlib/SparseArrays`]
[10745b16] Statistics [`@stdlib/Statistics`]
[4607b0f0] SuiteSparse [`@stdlib/SuiteSparse`]
[8dfed614] Test [`@stdlib/Test`]
[cf7118a7] UUIDs [`@stdlib/UUIDs`]
[4ec0a83e] Unicode [`@stdlib/Unicode`]
TGARCH{1,1,1} model has BIC 55757.
TGARCH{2,1,1} model has BIC 55765.8.
TGARCH{1,2,1} model has BIC 55766.1.
TGARCH{2,2,1} model has BIC 55775.1.
TGARCH{1,1,2} model has BIC 55764.7.
TGARCH{2,1,2} model has BIC 55774.4.
TGARCH{1,2,2} model has BIC 55778.4.
TGARCH{2,2,2} model has BIC 55781.4.
TGARCH{0,1,1} model has BIC 58390.7.
TGARCH{0,2,1} model has BIC 58399.9.
TGARCH{0,3,1} model has BIC 58409.3.
TGARCH{0,1,2} model has BIC 58398.5.
TGARCH{0,2,2} model has BIC 58406.
TGARCH{0,3,2} model has BIC 58415.
TGARCH{0,1,3} model has BIC 58407.8.
TGARCH{0,2,3} model has BIC 58415.4.
TGARCH{0,3,3} model has BIC 58425.6.
Test Summary: | Pass Total
TGARCH | 20 20
Test Summary: | Pass Total
ARCH | 2 2
EGARCH{1,1,1} model has BIC 38597.
EGARCH{2,1,1} model has BIC 38606.
EGARCH{1,2,1} model has BIC 38606.1.
EGARCH{2,2,1} model has BIC 38615.2.
EGARCH{1,1,2} model has BIC 38605.4.
EGARCH{2,1,2} model has BIC 38614.5.
EGARCH{1,2,2} model has BIC 38612.9.
EGARCH{2,2,2} model has BIC 38632.5.
Test Summary: | Pass Total
EGARCH | 4 4
Test Summary: | Pass Total
StatisticalModel | 17 17
Test Summary: | Pass Total
MeanSpecs | 38 38
Test Summary: | Pass Total
VaR | 1 1
Test Summary: | Pass Total
Errors | 15 15
TGARCH{0,1,1} model has BIC 56303.5.
TGARCH{0,2,1} model has BIC 56312.5.
TGARCH{0,3,1} model has BIC 56321.7.
TGARCH{0,1,2} model has BIC 56313.1.
TGARCH{0,2,2} model has BIC 56321.3.
TGARCH{0,3,2} model has BIC 56330.5.
TGARCH{0,1,3} model has BIC 56322.
TGARCH{0,2,3} model has BIC 56329.9.
TGARCH{0,3,3} model has BIC 56337.5.
TGARCH{0,1,1} model has BIC 56312.7.
TGARCH{0,2,1} model has BIC 56321.7.
TGARCH{0,3,1} model has BIC 56332.3.
TGARCH{0,1,2} model has BIC 56322.1.
TGARCH{0,2,2} model has BIC 56330.4.
TGARCH{0,3,2} model has BIC 56339.6.
TGARCH{0,1,3} model has BIC 56334.1.
TGARCH{0,2,3} model has BIC 56339.
TGARCH{0,3,3} model has BIC 56346.7.
Test Summary: | Pass Total
Distributions | 30 30
Test Summary: | Pass Total
tests | 6 6
Test Summary: | Pass Total
multivariate | 45 45
Testing ARCHModels tests passed
Results with Julia v1.3.0
Testing was successful .
Last evaluation was ago and took 11 minutes, 45 seconds.
Click here to download the log file.
Click here to show the log contents.
Resolving package versions...
Installed URIParser ────────────── v0.4.0
Installed SortingAlgorithms ────── v0.3.1
Installed Roots ────────────────── v0.8.3
Installed DiffResults ──────────── v0.0.4
Installed Arpack ───────────────── v0.3.1
Installed DataStructures ───────── v0.17.6
Installed StaticArrays ─────────── v0.12.1
Installed ARCHModels ───────────── v0.5.3
Installed LineSearches ─────────── v7.0.1
Installed QuadGK ───────────────── v2.1.1
Installed BinaryProvider ───────── v0.5.8
Installed Missings ─────────────── v0.4.3
Installed NLSolversBase ────────── v7.5.0
Installed StatsFuns ────────────── v0.8.0
Installed Compat ───────────────── v2.2.0
Installed HypothesisTests ──────── v0.8.0
Installed PositiveFactorizations ─ v0.2.3
Installed Distributions ────────── v0.21.5
Installed Rmath ────────────────── v0.6.0
Installed Combinatorics ────────── v0.7.0
Installed Parameters ───────────── v0.12.0
Installed CommonSubexpressions ─── v0.2.0
Installed SpecialFunctions ─────── v0.7.2
Installed OrderedCollections ───── v1.1.0
Installed RecipesBase ──────────── v0.7.0
Installed DataAPI ──────────────── v1.1.0
Installed Polynomials ──────────── v0.6.0
Installed BinDeps ──────────────── v0.8.10
Installed ForwardDiff ──────────── v0.10.7
Installed NaNMath ──────────────── v0.3.3
Installed DiffEqDiffTools ──────── v1.5.0
Installed DiffRules ────────────── v0.0.10
Installed Optim ────────────────── v0.19.5
Installed Calculus ─────────────── v0.5.1
Installed FillArrays ───────────── v0.8.2
Installed PDMats ───────────────── v0.9.10
Installed ArrayInterface ───────── v2.0.0
Installed Requires ─────────────── v0.5.2
Installed Reexport ─────────────── v0.2.0
Installed StatsBase ────────────── v0.32.0
Updating `~/.julia/environments/v1.3/Project.toml`
[6d3278bc] + ARCHModels v0.5.3
Updating `~/.julia/environments/v1.3/Manifest.toml`
[6d3278bc] + ARCHModels v0.5.3
[7d9fca2a] + Arpack v0.3.1
[4fba245c] + ArrayInterface v2.0.0
[9e28174c] + BinDeps v0.8.10
[b99e7846] + BinaryProvider v0.5.8
[49dc2e85] + Calculus v0.5.1
[861a8166] + Combinatorics v0.7.0
[bbf7d656] + CommonSubexpressions v0.2.0
[34da2185] + Compat v2.2.0
[9a962f9c] + DataAPI v1.1.0
[864edb3b] + DataStructures v0.17.6
[01453d9d] + DiffEqDiffTools v1.5.0
[163ba53b] + DiffResults v0.0.4
[b552c78f] + DiffRules v0.0.10
[31c24e10] + Distributions v0.21.5
[1a297f60] + FillArrays v0.8.2
[f6369f11] + ForwardDiff v0.10.7
[09f84164] + HypothesisTests v0.8.0
[d3d80556] + LineSearches v7.0.1
[e1d29d7a] + Missings v0.4.3
[d41bc354] + NLSolversBase v7.5.0
[77ba4419] + NaNMath v0.3.3
[429524aa] + Optim v0.19.5
[bac558e1] + OrderedCollections v1.1.0
[90014a1f] + PDMats v0.9.10
[d96e819e] + Parameters v0.12.0
[f27b6e38] + Polynomials v0.6.0
[85a6dd25] + PositiveFactorizations v0.2.3
[1fd47b50] + QuadGK v2.1.1
[3cdcf5f2] + RecipesBase v0.7.0
[189a3867] + Reexport v0.2.0
[ae029012] + Requires v0.5.2
[79098fc4] + Rmath v0.6.0
[f2b01f46] + Roots v0.8.3
[a2af1166] + SortingAlgorithms v0.3.1
[276daf66] + SpecialFunctions v0.7.2
[90137ffa] + StaticArrays v0.12.1
[2913bbd2] + StatsBase v0.32.0
[4c63d2b9] + StatsFuns v0.8.0
[30578b45] + URIParser v0.4.0
[2a0f44e3] + Base64
[ade2ca70] + Dates
[8bb1440f] + DelimitedFiles
[8ba89e20] + Distributed
[b77e0a4c] + InteractiveUtils
[76f85450] + LibGit2
[8f399da3] + Libdl
[37e2e46d] + LinearAlgebra
[56ddb016] + Logging
[d6f4376e] + Markdown
[a63ad114] + Mmap
[44cfe95a] + Pkg
[de0858da] + Printf
[3fa0cd96] + REPL
[9a3f8284] + Random
[ea8e919c] + SHA
[9e88b42a] + Serialization
[1a1011a3] + SharedArrays
[6462fe0b] + Sockets
[2f01184e] + SparseArrays
[10745b16] + Statistics
[4607b0f0] + SuiteSparse
[8dfed614] + Test
[cf7118a7] + UUIDs
[4ec0a83e] + Unicode
Building SpecialFunctions → `~/.julia/packages/SpecialFunctions/fvheQ/deps/build.log`
Building Arpack ──────────→ `~/.julia/packages/Arpack/cu5By/deps/build.log`
Building Rmath ───────────→ `~/.julia/packages/Rmath/BoBag/deps/build.log`
Building ARCHModels ──────→ `~/.julia/packages/ARCHModels/2KYU3/deps/build.log`
Testing ARCHModels
Resolving package versions...
Installed JSON ──────────────────────── v0.21.0
Installed InvertedIndices ───────────── v1.0.0
Installed StatsModels ───────────────── v0.6.7
Installed TableTraits ───────────────── v1.0.0
Installed CategoricalArrays ─────────── v0.7.3
Installed GLM ───────────────────────── v1.3.4
Installed DataFrames ────────────────── v0.19.4
Installed Parsers ───────────────────── v0.3.10
Installed ShiftedArrays ─────────────── v1.0.0
Installed PooledArrays ──────────────── v0.5.2
Installed IteratorInterfaceExtensions ─ v1.0.0
Installed DataValueInterfaces ───────── v1.0.0
Installed Tables ────────────────────── v0.2.11
Status `/tmp/jl_n5zGgN/Manifest.toml`
[6d3278bc] ARCHModels v0.5.3
[7d9fca2a] Arpack v0.3.1
[4fba245c] ArrayInterface v2.0.0
[9e28174c] BinDeps v0.8.10
[b99e7846] BinaryProvider v0.5.8
[49dc2e85] Calculus v0.5.1
[324d7699] CategoricalArrays v0.7.3
[861a8166] Combinatorics v0.7.0
[bbf7d656] CommonSubexpressions v0.2.0
[34da2185] Compat v2.2.0
[9a962f9c] DataAPI v1.1.0
[a93c6f00] DataFrames v0.19.4
[864edb3b] DataStructures v0.17.6
[e2d170a0] DataValueInterfaces v1.0.0
[01453d9d] DiffEqDiffTools v1.5.0
[163ba53b] DiffResults v0.0.4
[b552c78f] DiffRules v0.0.10
[31c24e10] Distributions v0.21.5
[1a297f60] FillArrays v0.8.2
[f6369f11] ForwardDiff v0.10.7
[38e38edf] GLM v1.3.4
[09f84164] HypothesisTests v0.8.0
[41ab1584] InvertedIndices v1.0.0
[82899510] IteratorInterfaceExtensions v1.0.0
[682c06a0] JSON v0.21.0
[d3d80556] LineSearches v7.0.1
[e1d29d7a] Missings v0.4.3
[d41bc354] NLSolversBase v7.5.0
[77ba4419] NaNMath v0.3.3
[429524aa] Optim v0.19.5
[bac558e1] OrderedCollections v1.1.0
[90014a1f] PDMats v0.9.10
[d96e819e] Parameters v0.12.0
[69de0a69] Parsers v0.3.10
[f27b6e38] Polynomials v0.6.0
[2dfb63ee] PooledArrays v0.5.2
[85a6dd25] PositiveFactorizations v0.2.3
[1fd47b50] QuadGK v2.1.1
[3cdcf5f2] RecipesBase v0.7.0
[189a3867] Reexport v0.2.0
[ae029012] Requires v0.5.2
[79098fc4] Rmath v0.6.0
[f2b01f46] Roots v0.8.3
[1277b4bf] ShiftedArrays v1.0.0
[a2af1166] SortingAlgorithms v0.3.1
[276daf66] SpecialFunctions v0.7.2
[90137ffa] StaticArrays v0.12.1
[2913bbd2] StatsBase v0.32.0
[4c63d2b9] StatsFuns v0.8.0
[3eaba693] StatsModels v0.6.7
[3783bdb8] TableTraits v1.0.0
[bd369af6] Tables v0.2.11
[30578b45] URIParser v0.4.0
[2a0f44e3] Base64 [`@stdlib/Base64`]
[ade2ca70] Dates [`@stdlib/Dates`]
[8bb1440f] DelimitedFiles [`@stdlib/DelimitedFiles`]
[8ba89e20] Distributed [`@stdlib/Distributed`]
[9fa8497b] Future [`@stdlib/Future`]
[b77e0a4c] InteractiveUtils [`@stdlib/InteractiveUtils`]
[76f85450] LibGit2 [`@stdlib/LibGit2`]
[8f399da3] Libdl [`@stdlib/Libdl`]
[37e2e46d] LinearAlgebra [`@stdlib/LinearAlgebra`]
[56ddb016] Logging [`@stdlib/Logging`]
[d6f4376e] Markdown [`@stdlib/Markdown`]
[a63ad114] Mmap [`@stdlib/Mmap`]
[44cfe95a] Pkg [`@stdlib/Pkg`]
[de0858da] Printf [`@stdlib/Printf`]
[3fa0cd96] REPL [`@stdlib/REPL`]
[9a3f8284] Random [`@stdlib/Random`]
[ea8e919c] SHA [`@stdlib/SHA`]
[9e88b42a] Serialization [`@stdlib/Serialization`]
[1a1011a3] SharedArrays [`@stdlib/SharedArrays`]
[6462fe0b] Sockets [`@stdlib/Sockets`]
[2f01184e] SparseArrays [`@stdlib/SparseArrays`]
[10745b16] Statistics [`@stdlib/Statistics`]
[4607b0f0] SuiteSparse [`@stdlib/SuiteSparse`]
[8dfed614] Test [`@stdlib/Test`]
[cf7118a7] UUIDs [`@stdlib/UUIDs`]
[4ec0a83e] Unicode [`@stdlib/Unicode`]
TGARCH{1,1,1} model has BIC 55757.
TGARCH{2,1,1} model has BIC 55765.8.
TGARCH{1,2,1} model has BIC 55766.1.
TGARCH{2,2,1} model has BIC 55775.1.
TGARCH{1,1,2} model has BIC 55764.7.
TGARCH{2,1,2} model has BIC 55774.4.
TGARCH{1,2,2} model has BIC 55778.4.
TGARCH{2,2,2} model has BIC 55781.4.
TGARCH{0,1,1} model has BIC 58390.7.
TGARCH{0,2,1} model has BIC 58399.9.
TGARCH{0,3,1} model has BIC 58409.3.
TGARCH{0,1,2} model has BIC 58398.5.
TGARCH{0,2,2} model has BIC 58406.
TGARCH{0,3,2} model has BIC 58415.
TGARCH{0,1,3} model has BIC 58407.8.
TGARCH{0,2,3} model has BIC 58415.4.
TGARCH{0,3,3} model has BIC 58425.6.
Test Summary: | Pass Total
TGARCH | 20 20
Test Summary: | Pass Total
ARCH | 2 2
EGARCH{1,1,1} model has BIC 38597.
EGARCH{2,1,1} model has BIC 38606.
EGARCH{1,2,1} model has BIC 38606.1.
EGARCH{2,2,1} model has BIC 38615.2.
EGARCH{1,1,2} model has BIC 38605.4.
EGARCH{2,1,2} model has BIC 38614.5.
EGARCH{1,2,2} model has BIC 38612.9.
EGARCH{2,2,2} model has BIC 38632.5.
Test Summary: | Pass Total
EGARCH | 4 4
Test Summary: | Pass Total
StatisticalModel | 17 17
Test Summary: | Pass Total
MeanSpecs | 38 38
Test Summary: | Pass Total
VaR | 1 1
Test Summary: | Pass Total
Errors | 15 15
TGARCH{0,1,1} model has BIC 56303.5.
TGARCH{0,2,1} model has BIC 56312.5.
TGARCH{0,3,1} model has BIC 56321.7.
TGARCH{0,1,2} model has BIC 56313.1.
TGARCH{0,2,2} model has BIC 56321.3.
TGARCH{0,3,2} model has BIC 56330.5.
TGARCH{0,1,3} model has BIC 56322.
TGARCH{0,2,3} model has BIC 56329.9.
TGARCH{0,3,3} model has BIC 56337.5.
TGARCH{0,1,1} model has BIC 56312.7.
TGARCH{0,2,1} model has BIC 56321.7.
TGARCH{0,3,1} model has BIC 56332.3.
TGARCH{0,1,2} model has BIC 56322.1.
TGARCH{0,2,2} model has BIC 56330.4.
TGARCH{0,3,2} model has BIC 56339.6.
TGARCH{0,1,3} model has BIC 56334.1.
TGARCH{0,2,3} model has BIC 56339.
TGARCH{0,3,3} model has BIC 56346.7.
Test Summary: | Pass Total
Distributions | 30 30
Test Summary: | Pass Total
tests | 6 6
Test Summary: | Pass Total
multivariate | 45 45
Testing ARCHModels tests passed
Results with Julia v1.3.1-pre-7704df0a5a
Testing was successful .
Last evaluation was ago and took 10 minutes, 46 seconds.
Click here to download the log file.
Click here to show the log contents.
Resolving package versions...
Installed NaNMath ──────────────── v0.3.3
Installed Compat ───────────────── v2.2.0
Installed QuadGK ───────────────── v2.1.1
Installed SpecialFunctions ─────── v0.7.2
Installed Polynomials ──────────── v0.6.0
Installed DataStructures ───────── v0.17.6
Installed ARCHModels ───────────── v0.5.3
Installed Optim ────────────────── v0.19.5
Installed BinDeps ──────────────── v0.8.10
Installed FillArrays ───────────── v0.8.2
Installed StaticArrays ─────────── v0.12.1
Installed ForwardDiff ──────────── v0.10.7
Installed DiffResults ──────────── v0.0.4
Installed StatsBase ────────────── v0.32.0
Installed LineSearches ─────────── v7.0.1
Installed Roots ────────────────── v0.8.3
Installed Calculus ─────────────── v0.5.1
Installed Arpack ───────────────── v0.3.1
Installed URIParser ────────────── v0.4.0
Installed Missings ─────────────── v0.4.3
Installed CommonSubexpressions ─── v0.2.0
Installed StatsFuns ────────────── v0.8.0
Installed BinaryProvider ───────── v0.5.8
Installed Parameters ───────────── v0.12.0
Installed NLSolversBase ────────── v7.5.0
Installed Requires ─────────────── v0.5.2
Installed Rmath ────────────────── v0.6.0
Installed ArrayInterface ───────── v2.0.0
Installed DiffRules ────────────── v0.0.10
Installed Combinatorics ────────── v0.7.0
Installed PositiveFactorizations ─ v0.2.3
Installed HypothesisTests ──────── v0.8.0
Installed Reexport ─────────────── v0.2.0
Installed RecipesBase ──────────── v0.7.0
Installed DataAPI ──────────────── v1.1.0
Installed Distributions ────────── v0.21.5
Installed PDMats ───────────────── v0.9.10
Installed DiffEqDiffTools ──────── v1.5.0
Installed OrderedCollections ───── v1.1.0
Installed SortingAlgorithms ────── v0.3.1
Updating `~/.julia/environments/v1.3/Project.toml`
[6d3278bc] + ARCHModels v0.5.3
Updating `~/.julia/environments/v1.3/Manifest.toml`
[6d3278bc] + ARCHModels v0.5.3
[7d9fca2a] + Arpack v0.3.1
[4fba245c] + ArrayInterface v2.0.0
[9e28174c] + BinDeps v0.8.10
[b99e7846] + BinaryProvider v0.5.8
[49dc2e85] + Calculus v0.5.1
[861a8166] + Combinatorics v0.7.0
[bbf7d656] + CommonSubexpressions v0.2.0
[34da2185] + Compat v2.2.0
[9a962f9c] + DataAPI v1.1.0
[864edb3b] + DataStructures v0.17.6
[01453d9d] + DiffEqDiffTools v1.5.0
[163ba53b] + DiffResults v0.0.4
[b552c78f] + DiffRules v0.0.10
[31c24e10] + Distributions v0.21.5
[1a297f60] + FillArrays v0.8.2
[f6369f11] + ForwardDiff v0.10.7
[09f84164] + HypothesisTests v0.8.0
[d3d80556] + LineSearches v7.0.1
[e1d29d7a] + Missings v0.4.3
[d41bc354] + NLSolversBase v7.5.0
[77ba4419] + NaNMath v0.3.3
[429524aa] + Optim v0.19.5
[bac558e1] + OrderedCollections v1.1.0
[90014a1f] + PDMats v0.9.10
[d96e819e] + Parameters v0.12.0
[f27b6e38] + Polynomials v0.6.0
[85a6dd25] + PositiveFactorizations v0.2.3
[1fd47b50] + QuadGK v2.1.1
[3cdcf5f2] + RecipesBase v0.7.0
[189a3867] + Reexport v0.2.0
[ae029012] + Requires v0.5.2
[79098fc4] + Rmath v0.6.0
[f2b01f46] + Roots v0.8.3
[a2af1166] + SortingAlgorithms v0.3.1
[276daf66] + SpecialFunctions v0.7.2
[90137ffa] + StaticArrays v0.12.1
[2913bbd2] + StatsBase v0.32.0
[4c63d2b9] + StatsFuns v0.8.0
[30578b45] + URIParser v0.4.0
[2a0f44e3] + Base64
[ade2ca70] + Dates
[8bb1440f] + DelimitedFiles
[8ba89e20] + Distributed
[b77e0a4c] + InteractiveUtils
[76f85450] + LibGit2
[8f399da3] + Libdl
[37e2e46d] + LinearAlgebra
[56ddb016] + Logging
[d6f4376e] + Markdown
[a63ad114] + Mmap
[44cfe95a] + Pkg
[de0858da] + Printf
[3fa0cd96] + REPL
[9a3f8284] + Random
[ea8e919c] + SHA
[9e88b42a] + Serialization
[1a1011a3] + SharedArrays
[6462fe0b] + Sockets
[2f01184e] + SparseArrays
[10745b16] + Statistics
[4607b0f0] + SuiteSparse
[8dfed614] + Test
[cf7118a7] + UUIDs
[4ec0a83e] + Unicode
Building SpecialFunctions → `~/.julia/packages/SpecialFunctions/fvheQ/deps/build.log`
Building Arpack ──────────→ `~/.julia/packages/Arpack/cu5By/deps/build.log`
Building Rmath ───────────→ `~/.julia/packages/Rmath/BoBag/deps/build.log`
Building ARCHModels ──────→ `~/.julia/packages/ARCHModels/2KYU3/deps/build.log`
Testing ARCHModels
Resolving package versions...
Installed Tables ────────────────────── v0.2.11
Installed PooledArrays ──────────────── v0.5.2
Installed ShiftedArrays ─────────────── v1.0.0
Installed InvertedIndices ───────────── v1.0.0
Installed GLM ───────────────────────── v1.3.4
Installed TableTraits ───────────────── v1.0.0
Installed StatsModels ───────────────── v0.6.7
Installed DataFrames ────────────────── v0.19.4
Installed CategoricalArrays ─────────── v0.7.3
Installed JSON ──────────────────────── v0.21.0
Installed DataValueInterfaces ───────── v1.0.0
Installed IteratorInterfaceExtensions ─ v1.0.0
Installed Parsers ───────────────────── v0.3.10
Status `/tmp/jl_8kibUx/Manifest.toml`
[6d3278bc] ARCHModels v0.5.3
[7d9fca2a] Arpack v0.3.1
[4fba245c] ArrayInterface v2.0.0
[9e28174c] BinDeps v0.8.10
[b99e7846] BinaryProvider v0.5.8
[49dc2e85] Calculus v0.5.1
[324d7699] CategoricalArrays v0.7.3
[861a8166] Combinatorics v0.7.0
[bbf7d656] CommonSubexpressions v0.2.0
[34da2185] Compat v2.2.0
[9a962f9c] DataAPI v1.1.0
[a93c6f00] DataFrames v0.19.4
[864edb3b] DataStructures v0.17.6
[e2d170a0] DataValueInterfaces v1.0.0
[01453d9d] DiffEqDiffTools v1.5.0
[163ba53b] DiffResults v0.0.4
[b552c78f] DiffRules v0.0.10
[31c24e10] Distributions v0.21.5
[1a297f60] FillArrays v0.8.2
[f6369f11] ForwardDiff v0.10.7
[38e38edf] GLM v1.3.4
[09f84164] HypothesisTests v0.8.0
[41ab1584] InvertedIndices v1.0.0
[82899510] IteratorInterfaceExtensions v1.0.0
[682c06a0] JSON v0.21.0
[d3d80556] LineSearches v7.0.1
[e1d29d7a] Missings v0.4.3
[d41bc354] NLSolversBase v7.5.0
[77ba4419] NaNMath v0.3.3
[429524aa] Optim v0.19.5
[bac558e1] OrderedCollections v1.1.0
[90014a1f] PDMats v0.9.10
[d96e819e] Parameters v0.12.0
[69de0a69] Parsers v0.3.10
[f27b6e38] Polynomials v0.6.0
[2dfb63ee] PooledArrays v0.5.2
[85a6dd25] PositiveFactorizations v0.2.3
[1fd47b50] QuadGK v2.1.1
[3cdcf5f2] RecipesBase v0.7.0
[189a3867] Reexport v0.2.0
[ae029012] Requires v0.5.2
[79098fc4] Rmath v0.6.0
[f2b01f46] Roots v0.8.3
[1277b4bf] ShiftedArrays v1.0.0
[a2af1166] SortingAlgorithms v0.3.1
[276daf66] SpecialFunctions v0.7.2
[90137ffa] StaticArrays v0.12.1
[2913bbd2] StatsBase v0.32.0
[4c63d2b9] StatsFuns v0.8.0
[3eaba693] StatsModels v0.6.7
[3783bdb8] TableTraits v1.0.0
[bd369af6] Tables v0.2.11
[30578b45] URIParser v0.4.0
[2a0f44e3] Base64 [`@stdlib/Base64`]
[ade2ca70] Dates [`@stdlib/Dates`]
[8bb1440f] DelimitedFiles [`@stdlib/DelimitedFiles`]
[8ba89e20] Distributed [`@stdlib/Distributed`]
[9fa8497b] Future [`@stdlib/Future`]
[b77e0a4c] InteractiveUtils [`@stdlib/InteractiveUtils`]
[76f85450] LibGit2 [`@stdlib/LibGit2`]
[8f399da3] Libdl [`@stdlib/Libdl`]
[37e2e46d] LinearAlgebra [`@stdlib/LinearAlgebra`]
[56ddb016] Logging [`@stdlib/Logging`]
[d6f4376e] Markdown [`@stdlib/Markdown`]
[a63ad114] Mmap [`@stdlib/Mmap`]
[44cfe95a] Pkg [`@stdlib/Pkg`]
[de0858da] Printf [`@stdlib/Printf`]
[3fa0cd96] REPL [`@stdlib/REPL`]
[9a3f8284] Random [`@stdlib/Random`]
[ea8e919c] SHA [`@stdlib/SHA`]
[9e88b42a] Serialization [`@stdlib/Serialization`]
[1a1011a3] SharedArrays [`@stdlib/SharedArrays`]
[6462fe0b] Sockets [`@stdlib/Sockets`]
[2f01184e] SparseArrays [`@stdlib/SparseArrays`]
[10745b16] Statistics [`@stdlib/Statistics`]
[4607b0f0] SuiteSparse [`@stdlib/SuiteSparse`]
[8dfed614] Test [`@stdlib/Test`]
[cf7118a7] UUIDs [`@stdlib/UUIDs`]
[4ec0a83e] Unicode [`@stdlib/Unicode`]
TGARCH{1,1,1} model has BIC 55757.
TGARCH{2,1,1} model has BIC 55765.8.
TGARCH{1,2,1} model has BIC 55766.1.
TGARCH{2,2,1} model has BIC 55775.1.
TGARCH{1,1,2} model has BIC 55764.7.
TGARCH{2,1,2} model has BIC 55774.4.
TGARCH{1,2,2} model has BIC 55778.4.
TGARCH{2,2,2} model has BIC 55781.4.
TGARCH{0,1,1} model has BIC 58390.7.
TGARCH{0,2,1} model has BIC 58399.9.
TGARCH{0,3,1} model has BIC 58409.3.
TGARCH{0,1,2} model has BIC 58398.5.
TGARCH{0,2,2} model has BIC 58406.
TGARCH{0,3,2} model has BIC 58415.
TGARCH{0,1,3} model has BIC 58407.8.
TGARCH{0,2,3} model has BIC 58415.4.
TGARCH{0,3,3} model has BIC 58425.6.
Test Summary: | Pass Total
TGARCH | 20 20
Test Summary: | Pass Total
ARCH | 2 2
EGARCH{1,1,1} model has BIC 38597.
EGARCH{2,1,1} model has BIC 38606.
EGARCH{1,2,1} model has BIC 38606.1.
EGARCH{2,2,1} model has BIC 38615.2.
EGARCH{1,1,2} model has BIC 38605.4.
EGARCH{2,1,2} model has BIC 38614.5.
EGARCH{1,2,2} model has BIC 38612.9.
EGARCH{2,2,2} model has BIC 38632.5.
Test Summary: | Pass Total
EGARCH | 4 4
Test Summary: | Pass Total
StatisticalModel | 17 17
Test Summary: | Pass Total
MeanSpecs | 38 38
Test Summary: | Pass Total
VaR | 1 1
Test Summary: | Pass Total
Errors | 15 15
TGARCH{0,1,1} model has BIC 56303.5.
TGARCH{0,2,1} model has BIC 56312.5.
TGARCH{0,3,1} model has BIC 56321.7.
TGARCH{0,1,2} model has BIC 56313.1.
TGARCH{0,2,2} model has BIC 56321.3.
TGARCH{0,3,2} model has BIC 56330.5.
TGARCH{0,1,3} model has BIC 56322.
TGARCH{0,2,3} model has BIC 56329.9.
TGARCH{0,3,3} model has BIC 56337.5.
TGARCH{0,1,1} model has BIC 56312.7.
TGARCH{0,2,1} model has BIC 56321.7.
TGARCH{0,3,1} model has BIC 56332.3.
TGARCH{0,1,2} model has BIC 56322.1.
TGARCH{0,2,2} model has BIC 56330.4.
TGARCH{0,3,2} model has BIC 56339.6.
TGARCH{0,1,3} model has BIC 56334.1.
TGARCH{0,2,3} model has BIC 56339.
TGARCH{0,3,3} model has BIC 56346.7.
Test Summary: | Pass Total
Distributions | 30 30
Test Summary: | Pass Total
tests | 6 6
Test Summary: | Pass Total
multivariate | 45 45
Testing ARCHModels tests passed