jdemetra / jwsacruncher

JWSACruncher v2
European Union Public License 1.2
11 stars 8 forks source link

Changes in SAProcessing-1.xml file jwsacruncher v2.2.0 #5

Open maria-novas opened 7 years ago

maria-novas commented 7 years ago

We observe a bug in the cruncher v2.2.0. We save a workspace at GUI, with a concrete specification for one series ( SARIMA model (3,1,0)(0,1,1)). We were testing the feature of changing the SARIMA model (3,1,0)(0,1,1) to (2,1,0)*(0,1,1). We delete one ARIMA’s coefficient in the SAProcessing-1.xml file:

0.7490120224589293 0.1681439973124346 4.454586749636755 And also in this item of the file (we delete this) We run the cruncher, but it still re-estimates the SARIMA model (3,1,0)*(0,1,1). We run the cruncher V 2.1.0 and it works well and changes the model. The main differences we observe are: 1. The new version doesn’t create the params file 2. In the command line, when we run the cruncher appears the series name and [frozen] Maria Novás INE-Spain
palatej commented 7 years ago

Dear Maria,

Thanks for your remarks. After further testing, it appears that the cruncher generates well the "wsacruncher.params" file in the current directory (be sure you have write access in that directory).

In JD+ 2.2 (cruncher and graphical interface), we decided to freeze the series when we run a processing (to avoid unexpected effects when a series was dynamically changed). From a practical point of view, it doesn't change anything for the users (it just prevent some possible bugs). In most output (csv...) we removed the [frozen] suffixes. However, some of them could remain. Let me know if you find such problems (by design, it is not changed in the xml).

It also appears that the modification of the ARIMA model in the xml file works well. Be sure that you use the correct estimation policy in your parameters (for instance parameters).

Jean