id	summary	reporter	owner	description	type	status	priority	milestone	component	version	severity	resolution	keywords	cc
690	Initial values of ARMA parameters in function GetArimaFromLabel	mafernandez	Víctor de Buen Remiro	"It is suggested to change the initial values for the polynomials AR or MA into the function {{{GetArimaFromLabel}}} placed in [source:/tolp/trunk/tol/stdlib/math/stat/models/mle/arima/_fun_general.tol stdlib/math/stat/models/mle/arima/_fun_general.tol]

Just now it appears:
{{{
 Polyn ar     = GetPolynFromLabel(""AR"", arTxt, 0.1, period);
 Polyn ma     = GetPolynFromLabel(""MA"", maTxt, 0.1, period);
}}}

The change is suggested to be:
{{{
 Polyn ar     = GetPolynFromLabel(""AR"", arTxt, 0.1, period);
 Polyn ma     = GetPolynFromLabel(""MA"", maTxt, 0.2, period);
}}}

Or any other initial values, but different for AR and MA, in order to avoid the mistake of an BSR estimation when the arguments of the function {{{ArimaStruct}}} are constructed from {{{GetArimaFromLabel}}}.

thanks! "	enhancement	assigned	highest		Math	1.1.7	normal