id	summary	reporter	owner	description	type	status	priority	milestone	component	version	severity	resolution	keywords	cc
170	Problems with DifEq and Estimate when using Gaussian	jimarin	Víctor de Buen Remiro	"Hi Dani and all the rest,

This e-mail perhaps involves several bugs (or even no bugs at all). I will try to 
make myself understood.

I have tried to produce an artificial time series to test the estimator.

I used the routine Gaussian to produce a random series.

This poses, apparently, some problems as:

- each time the series is used it seems to be re-evaluated and produces new 
values.

- the quality of the random series, given by its statistics, seems poor, a great deal 
of correlation existing.

- behaviour of routine DifEq seems affected by the use of Gaussian. Normally it is 
expected to return a time series that starts at least at the same instant of the 
series being processed, at least when solving the system:

Z_t  - Z_{t-1} = E_{t}

and providing initial value Z_{t0} is given.

- At the moment of using the Estimate function we have found that when building 
the synthetic time series to be estimated with a MA parameter of 0.8 the Estimate 
function returned in several ocassions a value of 0.9999 for the MA parameter. 
This seems odd at least.


I send all used files to danirus in a separate mail.

Thanks !

Jose Ignacio"	defect	closed	normal		Math	1.1.1	normal	fixed