Note that Windows 8 gives absolutely the same visible
digits as Linux. Also, these estimates have at least 4
coinciding digits in comparison with using --x-12-arima
In contrast, for the constant we have 10% difference
between Windows 10 and (the same) Linux, Windows 8,
and (almost the same --x-12-arima).
So it is very unlikely due to rounding errors.
Also, I used --verbose option: the initialization steps
were different on Windows 10.
I think, it may be more convenient to compare Windows 8 (which is obviously
and Windows 10: they have more in common in comparison with Linux.
7 вересня 2017, 23:38:41, від "Allin Cottrell" <cottrell(a)wfu.edu>:
> On Thu, 7 Sep 2017, oleg_komashko(a)ukr.net wrote:
> Dear all,
> arima command gives somewhat inconsistent results:
> 1) estimates are different from ones on Ubuntu and Windows 8
> 2) estimates are different when there are more than one
> call of the same model inside an user-specified function
> To be more precise:
> linux_2_arma.inp is the script to illustrate the problem
> linux_2_arma_output was obtained on April's git on Ubuntu 16.10, 64
> The results are the same as ones from 09.05 snapshot on Windows 8, 64
> Output from 09.05 snapshot on Windows 10, 64 is in win10_try_res.txt
> Also with --x12-arima option output on W-10 is ok
Thanks for the report, Oleh.
There are two points here: (1) difference in arima output between
Linux and Windows 10; and (2) difference in arima output across two
calls to estimate the same model in the context of a function.
On (1) we need to look into this, but since the Linux and Windows
builds use different compilers, small differences in results for
nonlinear problems are expected. I'm not yet sure whether the
differences in question are small enough to be ignorable, but we'll
On (2) it seems there must be a bug somewhere -- particularly since
two successive calls to estimate the same arima model in a "main"
script (not in a function) produce identical results. On initial
inspection it seems that initialization (via NLS) is producing
different starting parameter values in the two calls to "arma"
within a function, though not outside of a function. I don't yet
understand why that should be, but hopefully I'll have something to
report before long.
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