s-broda / ARCHModels.jl
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@@ -558,42 +558,6 @@
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	return fit(VS{res[ind].subset...}, data; dist=dist, meanspec=res[ind].meanspec, algorithm=algorithm, autodiff=autodiff, kwargs...)
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end
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function selectmodel_old(::Type{VS}, data::Vector{T};
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                     dist::Type{SD}=StdNormal{T}, meanspec::Union{MS, Type{MS}}=Intercept{T},
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                     maxlags::Integer=3, minlags::Integer=1, criterion=bic, show_trace=false, algorithm=BFGS(),
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                     autodiff=:forward, kwargs...
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                     ) where {VS<:UnivariateVolatilitySpec, T<:AbstractFloat,
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                              SD<:StandardizedDistribution, MS<:MeanSpec
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                              }
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	@assert maxlags >= minlags >= 0
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	#threading sometimes segfaults in tests locally. possibly https://github.com/JuliaLang/julia/issues/29934
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	mylock=Threads.ReentrantLock()
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    ndims = max(my_unwrap_unionall(VS)-1, 0) # e.g., two (p and q) for GARCH{p, q, T}
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	ndims2 = max(my_unwrap_unionall(MS)-1, 0 )# e.g., two (p and q) for ARMA{p, q, T}
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    res = Array{UnivariateARCHModel, ndims+ndims2}(undef, ntuple(i->maxlags - minlags + 1, ndims+ndims2))
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    for ind in collect(CartesianIndices(size(res)))
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		VSi = VS{ind.I[1:ndims] .+ minlags .-1...}
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		MSi = (ndims2==0 ? meanspec : meanspec{ind.I[ndims+1:end] .+ minlags .- 1...})
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		res[ind] = fit(VSi, data; dist=dist, meanspec=MSi,
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                       algorithm=algorithm, autodiff=autodiff, kwargs...)
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        if show_trace
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            lock(mylock)
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            Core.print(modname(VSi))
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			ndims2>0 && Core.print("-", modname(MSi))
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			Core.println(" model has ",
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                              uppercase(split("$criterion", ".")[end]), " ",
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                              criterion(res[ind]), "."
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                              )
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            unlock(mylock)
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        end
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    end
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    crits = criterion.(res)
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    _, ind = findmin(crits)
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    return res[ind]
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end
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function coeftable(am::UnivariateARCHModel)
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    cc = coef(am)
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    se = stderror(am)
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