#####################################################

###### run 2 chancks separately

open very_bad_data.gdt

# let we decide that series y

# is staionary  if kpss p-value

# is greater than 0.01

# this means that

# arima 2 1; y

# is by no means apriory misspecified

n = $nvars - 1

scalar number_of_non_convergence = 0

loop i= 1..n -q

nami = sprintf("var%d",i)

kpss -1 @nami

catch arima 2 1; @nami

err = $error

if err

   number_of_non_convergence +=1

endif

endloop

printf "\nThe total number of variable in the datafile = %d\n", n

printf "\nThe number of non-convergent arma(2,1) models = %d\n", n

##########################################################

##########################################################

test1 = randint(1,81)

testnami = sprintf("var%d",test1)

arima 2 1; @testnami --verbose

eval mean(@testnami)

arima 2 1; @testnami --x-12-arima

### what to compare:

# 1) final values of arma parameters

# with --x-12-arima estimates

# 2) compare initial constant with

# (i) final value of constant

# (ii) mean of the series

# (iii) with --x-12 constant estimate

# it seems there are serious problems

# with initial value for constant