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 9 minutes, 11 seconds.
Click here to download the log file.
Click here to show the log contents.
Resolving package versions...
Installed PDMats ───────────────── v0.9.10
Installed Missings ─────────────── v0.4.3
Installed DataAPI ──────────────── v1.1.0
Installed CommonSubexpressions ─── v0.2.0
Installed BinaryProvider ───────── v0.5.8
Installed StatsBase ────────────── v0.32.0
Installed LineSearches ─────────── v7.0.1
Installed StateSpaceModels ─────── v0.3.1
Installed OrderedCollections ───── v1.1.0
Installed StatsFuns ────────────── v0.9.0
Installed Requires ─────────────── v0.5.2
Installed URIParser ────────────── v0.4.0
Installed ForwardDiff ──────────── v0.10.7
Installed NLSolversBase ────────── v7.5.0
Installed Compat ───────────────── v2.2.0
Installed Rmath ────────────────── v0.5.1
Installed Calculus ─────────────── v0.5.1
Installed Distributions ────────── v0.21.9
Installed DiffRules ────────────── v0.1.0
Installed FillArrays ───────────── v0.8.2
Installed DataStructures ───────── v0.17.6
Installed StaticArrays ─────────── v0.12.1
Installed DiffEqDiffTools ──────── v1.5.0
Installed NaNMath ──────────────── v0.3.3
Installed ArrayInterface ───────── v2.0.0
Installed Parameters ───────────── v0.12.0
Installed SortingAlgorithms ────── v0.3.1
Installed QuadGK ───────────────── v2.1.1
Installed PositiveFactorizations ─ v0.2.3
Installed DiffResults ──────────── v0.0.4
Installed SpecialFunctions ─────── v0.8.0
Installed Optim ────────────────── v0.19.5
Installed BinDeps ──────────────── v0.8.10
Installed Arpack ───────────────── v0.3.1
Updating `~/.julia/environments/v1.2/Project.toml`
[99342f36] + StateSpaceModels v0.3.1
Updating `~/.julia/environments/v1.2/Manifest.toml`
[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
[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 v0.1.0
[31c24e10] + Distributions v0.21.9
[1a297f60] + FillArrays v0.8.2
[f6369f11] + ForwardDiff v0.10.7
[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
[85a6dd25] + PositiveFactorizations v0.2.3
[1fd47b50] + QuadGK v2.1.1
[ae029012] + Requires v0.5.2
[79098fc4] + Rmath v0.5.1
[a2af1166] + SortingAlgorithms v0.3.1
[276daf66] + SpecialFunctions v0.8.0
[99342f36] + StateSpaceModels v0.3.1
[90137ffa] + StaticArrays v0.12.1
[2913bbd2] + StatsBase v0.32.0
[4c63d2b9] + StatsFuns v0.9.0
[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 Rmath ───────────→ `~/.julia/packages/Rmath/4wt82/deps/build.log`
Building SpecialFunctions → `~/.julia/packages/SpecialFunctions/ne2iw/deps/build.log`
Building Arpack ──────────→ `~/.julia/packages/Arpack/cu5By/deps/build.log`
Testing StateSpaceModels
Resolving package versions...
Installed ArrayLayouts ──────────────── v0.1.5
Installed TableTraits ───────────────── v1.0.0
Installed InvertedIndices ───────────── v1.0.0
Installed PooledArrays ──────────────── v0.5.2
Installed DataValueInterfaces ───────── v1.0.0
Installed Reexport ──────────────────── v0.2.0
Installed DataFrames ────────────────── v0.19.4
Installed Tables ────────────────────── v0.2.11
Installed FilePathsBase ─────────────── v0.7.0
Installed WeakRefStrings ────────────── v0.6.1
Installed JSON ──────────────────────── v0.21.0
Installed Parsers ───────────────────── v0.3.10
Installed IteratorInterfaceExtensions ─ v1.0.0
Installed CategoricalArrays ─────────── v0.7.3
Installed LazyArrays ────────────────── v0.14.10
Installed MacroTools ────────────────── v0.5.2
Installed CSV ───────────────────────── v0.5.18
Status `/tmp/jl_5HvaIR/Manifest.toml`
[7d9fca2a] Arpack v0.3.1
[4fba245c] ArrayInterface v2.0.0
[4c555306] ArrayLayouts v0.1.5
[9e28174c] BinDeps v0.8.10
[b99e7846] BinaryProvider v0.5.8
[336ed68f] CSV v0.5.18
[49dc2e85] Calculus v0.5.1
[324d7699] CategoricalArrays v0.7.3
[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 v0.1.0
[31c24e10] Distributions v0.21.9
[48062228] FilePathsBase v0.7.0
[1a297f60] FillArrays v0.8.2
[f6369f11] ForwardDiff v0.10.7
[41ab1584] InvertedIndices v1.0.0
[82899510] IteratorInterfaceExtensions v1.0.0
[682c06a0] JSON v0.21.0
[5078a376] LazyArrays v0.14.10
[d3d80556] LineSearches v7.0.1
[1914dd2f] MacroTools v0.5.2
[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
[2dfb63ee] PooledArrays v0.5.2
[85a6dd25] PositiveFactorizations v0.2.3
[1fd47b50] QuadGK v2.1.1
[189a3867] Reexport v0.2.0
[ae029012] Requires v0.5.2
[79098fc4] Rmath v0.5.1
[a2af1166] SortingAlgorithms v0.3.1
[276daf66] SpecialFunctions v0.8.0
[99342f36] StateSpaceModels v0.3.1
[90137ffa] StaticArrays v0.12.1
[2913bbd2] StatsBase v0.32.0
[4c63d2b9] StatsFuns v0.9.0
[3783bdb8] TableTraits v1.0.0
[bd369af6] Tables v0.2.11
[30578b45] URIParser v0.4.0
[ea10d353] WeakRefStrings v0.6.1
[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`]
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 108.2529 | 5.12 ||
|| 2 | 108.2529 | 5.18 ||
|| 3 | 108.2529 | 5.19 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 108.2529
AIC: -212.5059
BIC: -211.0898
End of state-space model estimation.
==============================================================
A time-invariant state-space model with
n = 15,
p = 1,
m = 1,
r = 1.
An estimated state-space model with
filter_type = KalmanFilter{Float64},
optimization_method = LBFGS{Float64}.
Test Summary: | Pass Total
utils.jl | 35 35
Test Summary: | Pass Total
User defined model | 3 3
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7746 | 0.02 ||
|| 2 | -210.7746 | 0.05 ||
|| 3 | -234.6573 | 0.07 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7746
AIC: 425.5492
BIC: 430.7595
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -217.6823 | 2.42 ||
|| 2 | -217.6823 | 2.60 ||
|| 3 | -217.6823 | 2.75 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -217.6823
AIC: 439.3647
BIC: 444.5750
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7746 | 0.01 ||
|| 2 | -235.7121 | 0.02 ||
|| 3 | -210.7746 | 0.03 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7746
AIC: 425.5492
BIC: 430.7595
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7742 | 5.23 ||
|| 2 | -210.7742 | 5.25 ||
|| 3 | -210.7742 | 5.29 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7742
AIC: 425.5483
BIC: 430.7587
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -217.6823 | 0.42 ||
|| 2 | -217.6823 | 0.57 ||
|| 3 | -217.6823 | 0.84 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -217.6823
AIC: 439.3646
BIC: 444.5749
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7742 | 0.01 ||
|| 2 | -210.7741 | 0.02 ||
|| 3 | -210.7742 | 0.04 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7741
AIC: 425.5482
BIC: 430.7585
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Local level model with Kalman filter | 25 25
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -3683.6330 | 12.89 ||
|| 2 | -3683.6330 | 25.06 ||
|| 3 | -3683.6330 | 41.48 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -3683.6330
AIC: 7379.2659
BIC: 7412.8714
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Correlated multivariate test | 2 2
Test Summary: | Pass Total
Unknowns in Z, T, R, H and Q | 42 42
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 85.7998 | 0.09 ||
|| 2 | 85.7998 | 0.21 ||
|| 3 | 85.7998 | 0.32 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 85.7998
AIC: -165.5996
BIC: -163.4754
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 66.8085 | 1.22 ||
|| 2 | 66.8085 | 1.85 ||
|| 3 | 66.8085 | 2.37 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 66.8085
AIC: -127.6170
BIC: -125.4928
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 85.7998 | 0.04 ||
|| 2 | 85.7998 | 0.08 ||
|| 3 | 85.7998 | 0.13 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 85.7998
AIC: -165.5996
BIC: -163.4754
End of state-space model estimation.
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.00033
Ljung-Box: p-value = 0.65296
Homoscedasticity: p-value = 0.0
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.00033
Ljung-Box: p-value = 0.65296
Homoscedasticity: p-value = 0.0
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.00033
Ljung-Box: p-value = 0.65296
Homoscedasticity: p-value = 0.0
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 157.2346 | 0.18 ||
|| 2 | 157.2346 | 0.30 ||
|| 3 | 157.2346 | 0.47 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 157.2346
AIC: -308.4692
BIC: -304.2656
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Linear trend | 22 22
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 169.2796 | 0.22 ||
|| 2 | 169.2796 | 0.52 ||
|| 3 | 169.2796 | 0.77 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 169.2796
AIC: -330.5592
BIC: -324.9544
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 23.7892 | 0.19 ||
|| 2 | 23.7892 | 0.42 ||
|| 3 | 23.7894 | 0.68 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 23.7894
AIC: -39.5787
BIC: -36.7465
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 85.7998 | 0.10 ||
|| 2 | 85.7998 | 0.19 ||
|| 3 | 85.7998 | 0.29 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 85.7998
AIC: -165.5996
BIC: -163.4754
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Structural model tests | 16 16
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -1440.9519 | 0.45 ||
|| 2 | -1440.9519 | 1.07 ||
|| 3 | -1440.9519 | 1.63 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -1440.9519
AIC: 2883.9038
BIC: 2888.8116
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
regression | 2 2
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 169.2796 | 0.21 ||
|| 2 | 169.2796 | 0.46 ||
|| 3 | 169.2796 | 0.73 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 169.2796
AIC: -330.5592
BIC: -324.9544
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Affine series simulation | 7 7
Test Summary: | Pass Total
LBFGS | 5 5
Test Summary: | Pass Total
BFGS | 5 5
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 127.6171 | 3.87 ||
|| 2 | 127.6171 | 7.25 ||
|| 3 | 127.6171 | 11.00 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 127.6171
AIC: -247.2342
BIC: -235.3550
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 37.8017 | 28.26 ||
|| 2 | 37.8017 | 37.83 ||
|| 3 | 37.8017 | 55.51 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 37.8017
AIC: -67.6034
BIC: -55.7242
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 127.6171 | 3.09 ||
|| 2 | 127.6171 | 5.87 ||
|| 3 | 127.6171 | 8.56 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 127.6171
AIC: -247.2342
BIC: -235.3550
End of state-space model estimation.
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.48976
Ljung-Box: p-value = 0.00319
Homoscedasticity: p-value = 0.73842
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.48969
Ljung-Box: p-value = 0.00318
Homoscedasticity: p-value = 0.73848
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.48967
Ljung-Box: p-value = 0.00319
Homoscedasticity: p-value = 0.73856
==============================================================
Test Summary: | Pass Total
Air passengers with Kalman filter | 21 21
Testing StateSpaceModels tests passed
Results with Julia v1.3.0
Testing was successful .
Last evaluation was ago and took 9 minutes, 36 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 DiffResults ──────────── v0.0.4
Installed Arpack ───────────────── v0.3.1
Installed DataStructures ───────── v0.17.6
Installed StaticArrays ─────────── v0.12.1
Installed LineSearches ─────────── v7.0.1
Installed StateSpaceModels ─────── v0.3.1
Installed QuadGK ───────────────── v2.1.1
Installed BinaryProvider ───────── v0.5.8
Installed Compat ───────────────── v2.2.0
Installed NLSolversBase ────────── v7.5.0
Installed StatsFuns ────────────── v0.9.0
Installed Distributions ────────── v0.21.9
Installed Missings ─────────────── v0.4.3
Installed OrderedCollections ───── v1.1.0
Installed Parameters ───────────── v0.12.0
Installed Rmath ────────────────── v0.5.1
Installed PositiveFactorizations ─ v0.2.3
Installed SpecialFunctions ─────── v0.8.0
Installed BinDeps ──────────────── v0.8.10
Installed DataAPI ──────────────── v1.1.0
Installed NaNMath ──────────────── v0.3.3
Installed CommonSubexpressions ─── v0.2.0
Installed ForwardDiff ──────────── v0.10.7
Installed DiffEqDiffTools ──────── v1.5.0
Installed ArrayInterface ───────── v2.0.0
Installed Optim ────────────────── v0.19.5
Installed DiffRules ────────────── v0.1.0
Installed Calculus ─────────────── v0.5.1
Installed Requires ─────────────── v0.5.2
Installed FillArrays ───────────── v0.8.2
Installed PDMats ───────────────── v0.9.10
Installed StatsBase ────────────── v0.32.0
Updating `~/.julia/environments/v1.3/Project.toml`
[99342f36] + StateSpaceModels v0.3.1
Updating `~/.julia/environments/v1.3/Manifest.toml`
[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
[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 v0.1.0
[31c24e10] + Distributions v0.21.9
[1a297f60] + FillArrays v0.8.2
[f6369f11] + ForwardDiff v0.10.7
[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
[85a6dd25] + PositiveFactorizations v0.2.3
[1fd47b50] + QuadGK v2.1.1
[ae029012] + Requires v0.5.2
[79098fc4] + Rmath v0.5.1
[a2af1166] + SortingAlgorithms v0.3.1
[276daf66] + SpecialFunctions v0.8.0
[99342f36] + StateSpaceModels v0.3.1
[90137ffa] + StaticArrays v0.12.1
[2913bbd2] + StatsBase v0.32.0
[4c63d2b9] + StatsFuns v0.9.0
[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 Arpack ──────────→ `~/.julia/packages/Arpack/cu5By/deps/build.log`
Building Rmath ───────────→ `~/.julia/packages/Rmath/4wt82/deps/build.log`
Building SpecialFunctions → `~/.julia/packages/SpecialFunctions/ne2iw/deps/build.log`
Testing StateSpaceModels
Resolving package versions...
Installed LazyArrays ────────────────── v0.14.10
Installed CategoricalArrays ─────────── v0.7.3
Installed InvertedIndices ───────────── v1.0.0
Installed Parsers ───────────────────── v0.3.10
Installed TableTraits ───────────────── v1.0.0
Installed MacroTools ────────────────── v0.5.2
Installed ArrayLayouts ──────────────── v0.1.5
Installed JSON ──────────────────────── v0.21.0
Installed CSV ───────────────────────── v0.5.18
Installed DataValueInterfaces ───────── v1.0.0
Installed Tables ────────────────────── v0.2.11
Installed IteratorInterfaceExtensions ─ v1.0.0
Installed FilePathsBase ─────────────── v0.7.0
Installed PooledArrays ──────────────── v0.5.2
Installed Reexport ──────────────────── v0.2.0
Installed WeakRefStrings ────────────── v0.6.1
Installed DataFrames ────────────────── v0.19.4
Status `/tmp/jl_Sg2X7B/Manifest.toml`
[7d9fca2a] Arpack v0.3.1
[4fba245c] ArrayInterface v2.0.0
[4c555306] ArrayLayouts v0.1.5
[9e28174c] BinDeps v0.8.10
[b99e7846] BinaryProvider v0.5.8
[336ed68f] CSV v0.5.18
[49dc2e85] Calculus v0.5.1
[324d7699] CategoricalArrays v0.7.3
[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 v0.1.0
[31c24e10] Distributions v0.21.9
[48062228] FilePathsBase v0.7.0
[1a297f60] FillArrays v0.8.2
[f6369f11] ForwardDiff v0.10.7
[41ab1584] InvertedIndices v1.0.0
[82899510] IteratorInterfaceExtensions v1.0.0
[682c06a0] JSON v0.21.0
[5078a376] LazyArrays v0.14.10
[d3d80556] LineSearches v7.0.1
[1914dd2f] MacroTools v0.5.2
[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
[2dfb63ee] PooledArrays v0.5.2
[85a6dd25] PositiveFactorizations v0.2.3
[1fd47b50] QuadGK v2.1.1
[189a3867] Reexport v0.2.0
[ae029012] Requires v0.5.2
[79098fc4] Rmath v0.5.1
[a2af1166] SortingAlgorithms v0.3.1
[276daf66] SpecialFunctions v0.8.0
[99342f36] StateSpaceModels v0.3.1
[90137ffa] StaticArrays v0.12.1
[2913bbd2] StatsBase v0.32.0
[4c63d2b9] StatsFuns v0.9.0
[3783bdb8] TableTraits v1.0.0
[bd369af6] Tables v0.2.11
[30578b45] URIParser v0.4.0
[ea10d353] WeakRefStrings v0.6.1
[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`]
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 108.2529 | 5.23 ||
|| 2 | 108.2529 | 5.27 ||
|| 3 | 108.2529 | 5.30 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 108.2529
AIC: -212.5059
BIC: -211.0898
End of state-space model estimation.
==============================================================
A time-invariant state-space model with
n = 15,
p = 1,
m = 1,
r = 1.
An estimated state-space model with
filter_type = KalmanFilter{Float64},
optimization_method = LBFGS{Float64}.
Test Summary: | Pass Total
utils.jl | 35 35
Test Summary: | Pass Total
User defined model | 3 3
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7746 | 0.03 ||
|| 2 | -246.7511 | 0.04 ||
|| 3 | -210.7746 | 0.06 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7746
AIC: 425.5492
BIC: 430.7595
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -217.6823 | 2.80 ||
|| 2 | -217.6823 | 3.01 ||
|| 3 | -217.6823 | 3.20 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -217.6823
AIC: 439.3647
BIC: 444.5750
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7746 | 0.02 ||
|| 2 | -210.7746 | 0.03 ||
|| 3 | -210.7746 | 0.04 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7746
AIC: 425.5492
BIC: 430.7595
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7744 | 5.26 ||
|| 2 | -210.7735 | 5.30 ||
|| 3 | -210.7742 | 5.32 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7735
AIC: 425.5471
BIC: 430.7574
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -217.6823 | 0.68 ||
|| 2 | -217.6823 | 1.45 ||
|| 3 | -217.6823 | 1.57 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -217.6823
AIC: 439.3646
BIC: 444.5750
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7787 | 0.02 ||
|| 2 | -210.7742 | 0.03 ||
|| 3 | -210.7743 | 0.04 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7742
AIC: 425.5484
BIC: 430.7588
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Local level model with Kalman filter | 25 25
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -3683.6330 | 12.83 ||
|| 2 | -3683.6330 | 24.14 ||
|| 3 | -3683.6330 | 39.70 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -3683.6330
AIC: 7379.2659
BIC: 7412.8714
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Correlated multivariate test | 2 2
Test Summary: | Pass Total
Unknowns in Z, T, R, H and Q | 42 42
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 85.7998 | 0.09 ||
|| 2 | 85.7998 | 0.17 ||
|| 3 | 85.7998 | 0.27 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 85.7998
AIC: -165.5996
BIC: -163.4754
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 66.8085 | 1.13 ||
|| 2 | 66.8085 | 1.61 ||
|| 3 | 66.8085 | 1.95 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 66.8085
AIC: -127.6170
BIC: -125.4928
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 85.7998 | 0.04 ||
|| 2 | 85.7998 | 0.07 ||
|| 3 | 85.7998 | 0.11 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 85.7998
AIC: -165.5996
BIC: -163.4754
End of state-space model estimation.
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.00033
Ljung-Box: p-value = 0.65296
Homoscedasticity: p-value = 0.0
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.00033
Ljung-Box: p-value = 0.65296
Homoscedasticity: p-value = 0.0
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.00033
Ljung-Box: p-value = 0.65296
Homoscedasticity: p-value = 0.0
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 157.2346 | 0.11 ||
|| 2 | 157.2346 | 0.23 ||
|| 3 | 157.2346 | 0.38 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 157.2346
AIC: -308.4692
BIC: -304.2656
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Linear trend | 22 22
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 169.2796 | 0.26 ||
|| 2 | 169.2796 | 0.49 ||
|| 3 | 169.2796 | 0.83 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 169.2796
AIC: -330.5592
BIC: -324.9544
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 24.3814 | 0.18 ||
|| 2 | 24.3814 | 0.46 ||
|| 3 | 24.3814 | 0.66 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 24.3814
AIC: -40.7627
BIC: -37.9305
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 85.7998 | 0.11 ||
|| 2 | 85.7998 | 0.20 ||
|| 3 | 85.7998 | 0.34 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 85.7998
AIC: -165.5996
BIC: -163.4754
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Structural model tests | 16 16
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -1440.9519 | 0.47 ||
|| 2 | -1440.9519 | 1.06 ||
|| 3 | -1440.9519 | 1.69 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -1440.9519
AIC: 2883.9038
BIC: 2888.8116
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
regression | 2 2
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 169.2796 | 0.25 ||
|| 2 | 169.2796 | 0.46 ||
|| 3 | 169.2796 | 0.70 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 169.2796
AIC: -330.5592
BIC: -324.9544
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Affine series simulation | 7 7
Test Summary: | Pass Total
LBFGS | 5 5
Test Summary: | Pass Total
BFGS | 5 5
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 127.6171 | 3.53 ||
|| 2 | 127.6171 | 7.24 ||
|| 3 | 127.6171 | 10.29 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 127.6171
AIC: -247.2342
BIC: -235.3550
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 37.8017 | 35.14 ||
|| 2 | 37.8017 | 56.03 ||
|| 3 | 37.8017 | 75.84 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 37.8017
AIC: -67.6034
BIC: -55.7242
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 127.6171 | 3.66 ||
|| 2 | 127.6171 | 6.05 ||
|| 3 | 127.6171 | 9.18 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 127.6171
AIC: -247.2342
BIC: -235.3550
End of state-space model estimation.
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.48966
Ljung-Box: p-value = 0.00319
Homoscedasticity: p-value = 0.73856
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.48969
Ljung-Box: p-value = 0.00318
Homoscedasticity: p-value = 0.73848
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.48968
Ljung-Box: p-value = 0.00319
Homoscedasticity: p-value = 0.73865
==============================================================
Test Summary: | Pass Total
Air passengers with Kalman filter | 21 21
Testing StateSpaceModels tests passed
Results with Julia v1.3.1-pre-7704df0a5a
Testing was successful .
Last evaluation was ago and took 10 minutes, 8 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 DataStructures ───────── v0.17.6
Installed SpecialFunctions ─────── v0.8.0
Installed StaticArrays ─────────── v0.12.1
Installed StateSpaceModels ─────── v0.3.1
Installed Optim ────────────────── v0.19.5
Installed BinDeps ──────────────── v0.8.10
Installed DiffResults ──────────── v0.0.4
Installed Arpack ───────────────── v0.3.1
Installed LineSearches ─────────── v7.0.1
Installed Calculus ─────────────── v0.5.1
Installed FillArrays ───────────── v0.8.2
Installed StatsBase ────────────── v0.32.0
Installed ForwardDiff ──────────── v0.10.7
Installed URIParser ────────────── v0.4.0
Installed CommonSubexpressions ─── v0.2.0
Installed Parameters ───────────── v0.12.0
Installed Missings ─────────────── v0.4.3
Installed Rmath ────────────────── v0.5.1
Installed DiffRules ────────────── v0.1.0
Installed BinaryProvider ───────── v0.5.8
Installed Requires ─────────────── v0.5.2
Installed NLSolversBase ────────── v7.5.0
Installed StatsFuns ────────────── v0.9.0
Installed ArrayInterface ───────── v2.0.0
Installed PositiveFactorizations ─ v0.2.3
Installed PDMats ───────────────── v0.9.10
Installed DataAPI ──────────────── v1.1.0
Installed Distributions ────────── v0.21.9
Installed OrderedCollections ───── v1.1.0
Installed SortingAlgorithms ────── v0.3.1
Installed DiffEqDiffTools ──────── v1.5.0
Updating `~/.julia/environments/v1.3/Project.toml`
[99342f36] + StateSpaceModels v0.3.1
Updating `~/.julia/environments/v1.3/Manifest.toml`
[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
[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 v0.1.0
[31c24e10] + Distributions v0.21.9
[1a297f60] + FillArrays v0.8.2
[f6369f11] + ForwardDiff v0.10.7
[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
[85a6dd25] + PositiveFactorizations v0.2.3
[1fd47b50] + QuadGK v2.1.1
[ae029012] + Requires v0.5.2
[79098fc4] + Rmath v0.5.1
[a2af1166] + SortingAlgorithms v0.3.1
[276daf66] + SpecialFunctions v0.8.0
[99342f36] + StateSpaceModels v0.3.1
[90137ffa] + StaticArrays v0.12.1
[2913bbd2] + StatsBase v0.32.0
[4c63d2b9] + StatsFuns v0.9.0
[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/ne2iw/deps/build.log`
Building Arpack ──────────→ `~/.julia/packages/Arpack/cu5By/deps/build.log`
Building Rmath ───────────→ `~/.julia/packages/Rmath/4wt82/deps/build.log`
Testing StateSpaceModels
Resolving package versions...
Installed WeakRefStrings ────────────── v0.6.1
Installed LazyArrays ────────────────── v0.14.10
Installed ArrayLayouts ──────────────── v0.1.5
Installed Tables ────────────────────── v0.2.11
Installed MacroTools ────────────────── v0.5.2
Installed TableTraits ───────────────── v1.0.0
Installed DataFrames ────────────────── v0.19.4
Installed Reexport ──────────────────── v0.2.0
Installed FilePathsBase ─────────────── v0.7.0
Installed InvertedIndices ───────────── v1.0.0
Installed DataValueInterfaces ───────── v1.0.0
Installed PooledArrays ──────────────── v0.5.2
Installed CategoricalArrays ─────────── v0.7.3
Installed IteratorInterfaceExtensions ─ v1.0.0
Installed CSV ───────────────────────── v0.5.18
Installed JSON ──────────────────────── v0.21.0
Installed Parsers ───────────────────── v0.3.10
Status `/tmp/jl_mB3vBU/Manifest.toml`
[7d9fca2a] Arpack v0.3.1
[4fba245c] ArrayInterface v2.0.0
[4c555306] ArrayLayouts v0.1.5
[9e28174c] BinDeps v0.8.10
[b99e7846] BinaryProvider v0.5.8
[336ed68f] CSV v0.5.18
[49dc2e85] Calculus v0.5.1
[324d7699] CategoricalArrays v0.7.3
[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 v0.1.0
[31c24e10] Distributions v0.21.9
[48062228] FilePathsBase v0.7.0
[1a297f60] FillArrays v0.8.2
[f6369f11] ForwardDiff v0.10.7
[41ab1584] InvertedIndices v1.0.0
[82899510] IteratorInterfaceExtensions v1.0.0
[682c06a0] JSON v0.21.0
[5078a376] LazyArrays v0.14.10
[d3d80556] LineSearches v7.0.1
[1914dd2f] MacroTools v0.5.2
[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
[2dfb63ee] PooledArrays v0.5.2
[85a6dd25] PositiveFactorizations v0.2.3
[1fd47b50] QuadGK v2.1.1
[189a3867] Reexport v0.2.0
[ae029012] Requires v0.5.2
[79098fc4] Rmath v0.5.1
[a2af1166] SortingAlgorithms v0.3.1
[276daf66] SpecialFunctions v0.8.0
[99342f36] StateSpaceModels v0.3.1
[90137ffa] StaticArrays v0.12.1
[2913bbd2] StatsBase v0.32.0
[4c63d2b9] StatsFuns v0.9.0
[3783bdb8] TableTraits v1.0.0
[bd369af6] Tables v0.2.11
[30578b45] URIParser v0.4.0
[ea10d353] WeakRefStrings v0.6.1
[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`]
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 108.2529 | 5.56 ||
|| 2 | 108.2529 | 5.61 ||
|| 3 | 108.2529 | 5.66 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 108.2529
AIC: -212.5059
BIC: -211.0898
End of state-space model estimation.
==============================================================
A time-invariant state-space model with
n = 15,
p = 1,
m = 1,
r = 1.
An estimated state-space model with
filter_type = KalmanFilter{Float64},
optimization_method = LBFGS{Float64}.
Test Summary: | Pass Total
utils.jl | 35 35
Test Summary: | Pass Total
User defined model | 3 3
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7746 | 0.04 ||
|| 2 | -210.7746 | 0.05 ||
|| 3 | -210.7746 | 0.07 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7746
AIC: 425.5492
BIC: 430.7595
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -217.6823 | 3.16 ||
|| 2 | -217.6823 | 3.34 ||
|| 3 | -217.6823 | 3.57 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -217.6823
AIC: 439.3647
BIC: 444.5750
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7746 | 0.02 ||
|| 2 | -210.7746 | 0.04 ||
|| 3 | -210.7746 | 0.06 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7746
AIC: 425.5492
BIC: 430.7595
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7742 | 6.20 ||
|| 2 | -210.7742 | 6.26 ||
|| 3 | -210.7743 | 6.29 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7742
AIC: 425.5483
BIC: 430.7586
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -217.6823 | 0.81 ||
|| 2 | -217.6823 | 0.93 ||
|| 3 | -217.6823 | 1.09 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -217.6823
AIC: 439.3646
BIC: 444.5749
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -210.7737 | 0.01 ||
|| 2 | -210.7770 | 0.03 ||
|| 3 | -210.7742 | 0.04 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -210.7737
AIC: 425.5474
BIC: 430.7577
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Local level model with Kalman filter | 25 25
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -3683.6330 | 18.66 ||
|| 2 | -3683.6330 | 35.73 ||
|| 3 | -3683.6330 | 58.50 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -3683.6330
AIC: 7379.2659
BIC: 7412.8714
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Correlated multivariate test | 2 2
Test Summary: | Pass Total
Unknowns in Z, T, R, H and Q | 42 42
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 85.7998 | 0.08 ||
|| 2 | 85.7998 | 0.18 ||
|| 3 | 85.7998 | 0.30 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 85.7998
AIC: -165.5996
BIC: -163.4754
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 66.8085 | 1.50 ||
|| 2 | 66.8085 | 1.98 ||
|| 3 | 66.8085 | 2.94 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 66.8085
AIC: -127.6170
BIC: -125.4928
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 85.7998 | 0.05 ||
|| 2 | 85.7998 | 0.17 ||
|| 3 | 85.7998 | 0.30 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 85.7998
AIC: -165.5996
BIC: -163.4754
End of state-space model estimation.
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.00033
Ljung-Box: p-value = 0.65296
Homoscedasticity: p-value = 0.0
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.00033
Ljung-Box: p-value = 0.65296
Homoscedasticity: p-value = 0.0
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.00033
Ljung-Box: p-value = 0.65296
Homoscedasticity: p-value = 0.0
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 157.2346 | 0.27 ||
|| 2 | 157.2346 | 0.46 ||
|| 3 | 157.2346 | 0.66 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 157.2346
AIC: -308.4692
BIC: -304.2656
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Linear trend | 22 22
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 169.2796 | 1.10 ||
|| 2 | 169.2796 | 1.49 ||
|| 3 | 169.2796 | 1.81 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 169.2796
AIC: -330.5592
BIC: -324.9544
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 26.2843 | 0.55 ||
|| 2 | 26.2838 | 0.79 ||
|| 3 | 26.2835 | 1.02 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 26.2843
AIC: -44.5686
BIC: -41.7364
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 85.7998 | 0.14 ||
|| 2 | 85.7998 | 0.28 ||
|| 3 | 85.7998 | 0.43 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 85.7998
AIC: -165.5996
BIC: -163.4754
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Structural model tests | 16 16
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | -1440.9519 | 0.78 ||
|| 2 | -1440.9519 | 1.75 ||
|| 3 | -1440.9519 | 2.50 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: -1440.9519
AIC: 2883.9038
BIC: 2888.8116
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
regression | 2 2
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 169.2796 | 0.36 ||
|| 2 | 169.2796 | 0.72 ||
|| 3 | 169.2796 | 1.02 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 169.2796
AIC: -330.5592
BIC: -324.9544
End of state-space model estimation.
==============================================================
Test Summary: | Pass Total
Affine series simulation | 7 7
Test Summary: | Pass Total
LBFGS | 5 5
Test Summary: | Pass Total
BFGS | 5 5
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 127.6171 | 5.86 ||
|| 2 | 127.6171 | 10.02 ||
|| 3 | 127.6171 | 16.73 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 127.6171
AIC: -247.2342
BIC: -235.3550
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 37.8017 | 38.59 ||
|| 2 | 37.8017 | 61.42 ||
|| 3 | 37.8017 | 83.77 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 37.8017
AIC: -67.6034
BIC: -55.7242
End of state-space model estimation.
==============================================================
==============================================================
StateSpaceModels.jl v0.3.0
(c) Raphael Saavedra, Guilherme Bodin, and Mario Souto, 2019
--------------------------------------------------------------
Starting state-space model estimation.
Initiating maximum likelihood estimation with 3 seeds.
--------------------------------------------------------------
|| seed | log-likelihood | time (s) ||
|| 1 | 127.6171 | 3.69 ||
|| 2 | 127.6171 | 6.69 ||
|| 3 | 127.6171 | 10.12 ||
--------------------------------------------------------------
Maximum likelihood estimation complete.
Log-likelihood: 127.6171
AIC: -247.2342
BIC: -235.3550
End of state-space model estimation.
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.48965
Ljung-Box: p-value = 0.00319
Homoscedasticity: p-value = 0.73869
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.48969
Ljung-Box: p-value = 0.00318
Homoscedasticity: p-value = 0.73848
==============================================================
==============================================================
Running diagnostics...
Jarque-Bera: p-value = 0.48964
Ljung-Box: p-value = 0.00319
Homoscedasticity: p-value = 0.73854
==============================================================
Test Summary: | Pass Total
Air passengers with Kalman filter | 21 21
Testing StateSpaceModels tests passed