Am 28.04.2018 um 11:29 schrieb Riccardo (Jack) Lucchetti:
On Sat, 28 Apr 2018, Sven Schreiber wrote:
> Am 27.04.2018 um 23:43 schrieb Allin Cottrell:
>> I'm pleased to announce that our code for exact ML estimation of ARMA
>> models is now (in git and snapshots) MUCH faster than it used to be
>> (like, two orders of magnitude faster in many cases).
>
>> Thanks go to Oleh for pushing us in this direction!
>
> Speed is always cool, of course. But a real-world application example
> would be nice where there's a user-noticeable difference. I mean I
> just tried an artificial dataset with 9999 obs and current arma felt
> instantaneous already.
Actually, the new setup has been in git for at least a couple of weeks.
Ah OK, so the relevant comparison would have to use the release 2018a?
thanks,
sven