Package evaluation to test StateSpaceModels on Julia 1.14.0-DEV.1299 (6d6224db99*) started at 2025-11-27T18:26:49.303 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 9.69s ################################################################################ # Installation # Installing StateSpaceModels... Resolving package versions... Installed Rmath_jll ──────────────── v0.5.1+0 Installed DiffResults ────────────── v1.1.0 Installed Adapt ──────────────────── v4.4.0 Installed ConstructionBase ───────── v1.6.0 Installed MacroTools ─────────────── v0.5.16 Installed FillArrays ─────────────── v1.15.0 Installed ForwardDiff ────────────── v1.3.0 Installed DataStructures ─────────── v0.19.3 Installed HypergeometricFunctions ── v0.3.28 Installed AliasTables ────────────── v1.1.3 Installed ShiftedArrays ──────────── v2.0.0 Installed OrderedCollections ─────── v1.8.1 Installed StatsBase ──────────────── v0.34.8 Installed LinearMaps ─────────────── v3.11.4 Installed ArrayInterface ─────────── v7.22.0 Installed Optim ──────────────────── v1.13.3 Installed RecipesBase ────────────── v1.3.4 Installed Compat ─────────────────── v4.18.1 Installed DataAPI ────────────────── v1.16.0 Installed PositiveFactorizations ─── v0.2.4 Installed StatsAPI ───────────────── v1.7.1 Installed CommonSubexpressions ───── v0.3.1 Installed Statistics ─────────────── v1.11.1 Installed PrecompileTools ────────── v1.3.3 Installed StaticArraysCore ───────── v1.4.4 Installed IrrationalConstants ────── v0.2.6 Installed QuadGK ─────────────────── v2.11.2 Installed OpenSpecFun_jll ────────── v0.5.6+0 Installed NaNMath ────────────────── v1.1.3 Installed Requires ───────────────── v1.3.1 Installed LogExpFunctions ────────── v0.3.29 Installed DiffRules ──────────────── v1.15.1 Installed StateSpaceModels ───────── v0.7.0 Installed Rmath ──────────────────── v0.9.0 Installed StatsFuns ──────────────── v1.5.2 Installed PtrArrays ──────────────── v1.3.0 Installed FiniteDiff ─────────────── v2.29.0 Installed EnumX ──────────────────── v1.0.5 Installed Distributions ──────────── v0.25.122 Installed NLSolversBase ──────────── v7.10.0 Installed Reexport ───────────────── v1.2.2 Installed Missings ───────────────── v1.2.0 Installed JLLWrappers ────────────── v1.7.1 Installed Setfield ───────────────── v1.1.2 Installed SpecialFunctions ───────── v2.6.1 Installed Preferences ────────────── v1.5.0 Installed PDMats ─────────────────── v0.11.36 Installed ADTypes ────────────────── v1.19.0 Installed LineSearches ───────────── v7.5.1 Installed DocStringExtensions ────── v0.9.5 Installed SeasonalTrendLoess ─────── v0.1.0 Installed SortingAlgorithms ──────── v1.2.2 Installed Polynomials ────────────── v4.1.0 Installed MatrixEquations ────────── v2.5.6 Installed DifferentiationInterface ─ v0.7.12 Installing 2 artifacts Installed artifact OpenSpecFun 194.9 KiB Installed artifact Rmath 121.9 KiB Updating `~/.julia/environments/v1.14/Project.toml` [99342f36] + StateSpaceModels v0.7.0 Updating `~/.julia/environments/v1.14/Manifest.toml` [47edcb42] + ADTypes v1.19.0 [79e6a3ab] + Adapt v4.4.0 [66dad0bd] + AliasTables v1.1.3 [4fba245c] + ArrayInterface v7.22.0 [bbf7d656] + CommonSubexpressions v0.3.1 [34da2185] + Compat v4.18.1 [187b0558] + ConstructionBase v1.6.0 [9a962f9c] + DataAPI v1.16.0 [864edb3b] + DataStructures v0.19.3 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 [a0c0ee7d] + DifferentiationInterface v0.7.12 [31c24e10] + Distributions v0.25.122 [ffbed154] + DocStringExtensions v0.9.5 [4e289a0a] + EnumX v1.0.5 [1a297f60] + FillArrays v1.15.0 [6a86dc24] + FiniteDiff v2.29.0 [f6369f11] + ForwardDiff v1.3.0 [34004b35] + HypergeometricFunctions v0.3.28 [92d709cd] + IrrationalConstants v0.2.6 [692b3bcd] + JLLWrappers v1.7.1 [d3d80556] + LineSearches v7.5.1 [7a12625a] + LinearMaps v3.11.4 [2ab3a3ac] + LogExpFunctions v0.3.29 [1914dd2f] + MacroTools v0.5.16 [99c1a7ee] + MatrixEquations v2.5.6 [e1d29d7a] + Missings v1.2.0 [d41bc354] + NLSolversBase v7.10.0 [77ba4419] + NaNMath v1.1.3 [429524aa] + Optim v1.13.3 [bac558e1] + OrderedCollections v1.8.1 [90014a1f] + PDMats v0.11.36 [f27b6e38] + Polynomials v4.1.0 [85a6dd25] + PositiveFactorizations v0.2.4 [aea7be01] + PrecompileTools v1.3.3 [21216c6a] + Preferences v1.5.0 [43287f4e] + PtrArrays v1.3.0 [1fd47b50] + QuadGK v2.11.2 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [ae029012] + Requires v1.3.1 [79098fc4] + Rmath v0.9.0 [42fb36cb] + SeasonalTrendLoess v0.1.0 [efcf1570] + Setfield v1.1.2 [1277b4bf] + ShiftedArrays v2.0.0 [a2af1166] + SortingAlgorithms v1.2.2 [276daf66] + SpecialFunctions v2.6.1 [99342f36] + StateSpaceModels v0.7.0 [1e83bf80] + StaticArraysCore v1.4.4 [10745b16] + Statistics v1.11.1 [82ae8749] + StatsAPI v1.7.1 [2913bbd2] + StatsBase v0.34.8 [4c63d2b9] + StatsFuns v1.5.2 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 [f50d1b31] + Rmath_jll v0.5.1+0 [56f22d72] + Artifacts v1.11.0 [ade2ca70] + Dates v1.11.0 [8ba89e20] + Distributed v1.11.0 [9fa8497b] + Future v1.11.0 [8f399da3] + Libdl v1.11.0 [37e2e46d] + LinearAlgebra v1.13.0 [de0858da] + Printf v1.11.0 [9a3f8284] + Random v1.11.0 [ea8e919c] + SHA v1.0.0 [9e88b42a] + Serialization v1.11.0 [6462fe0b] + Sockets v1.11.0 [2f01184e] + SparseArrays v1.13.0 [4607b0f0] + SuiteSparse [fa267f1f] + TOML v1.0.3 [cf7118a7] + UUIDs v1.11.0 [4ec0a83e] + Unicode v1.11.0 [e66e0078] + CompilerSupportLibraries_jll v1.3.0+1 [4536629a] + OpenBLAS_jll v0.3.29+0 [05823500] + OpenLibm_jll v0.8.7+0 [bea87d4a] + SuiteSparse_jll v7.10.1+0 [8e850b90] + libblastrampoline_jll v5.15.0+0 Installation completed after 9.03s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling packages... WARNING: Imported binding Operations.project_rel_path was undeclared at import time during import to TestEnv. 4515.1 ms ✓ TestEnv 1 dependency successfully precompiled in 5 seconds. 27 already precompiled. 1 dependency had output during precompilation: ┌ TestEnv │ WARNING: Imported binding Operations.project_rel_path was undeclared at import time during import to TestEnv. └ ┌ Error: Failed to use TestEnv.jl; test dependencies will not be precompiled │ exception = │ UndefVarError: `project_rel_path` not defined in `TestEnv` │ Suggestion: this global was defined as `Pkg.Operations.project_rel_path` but not assigned a value. │ Stacktrace: │ [1] get_test_dir(ctx::Pkg.Types.Context, pkgspec::PackageSpec) │ @ TestEnv ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/common.jl:75 │ [2] test_dir_has_project_file │ @ ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/common.jl:52 [inlined] │ [3] maybe_gen_project_override! │ @ ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/common.jl:83 [inlined] │ [4] activate(pkg::String; allow_reresolve::Bool) │ @ TestEnv ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/activate_set.jl:12 │ [5] activate(pkg::String) │ @ TestEnv ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/activate_set.jl:9 │ [6] top-level scope │ @ /PkgEval.jl/scripts/precompile.jl:24 │ [7] include(mod::Module, _path::String) │ @ Base ./Base.jl:309 │ [8] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:344 │ [9] _start() │ @ Base ./client.jl:577 └ @ Main /PkgEval.jl/scripts/precompile.jl:26 Precompiling package dependencies... Precompiling packages... 3973.7 ms ✓ MacroTools 669.8 ms ✓ Reexport 712.9 ms ✓ PositiveFactorizations 661.5 ms ✓ DataAPI 844.2 ms ✓ Statistics 1031.3 ms ✓ ConstructionBase 2041.0 ms ✓ IrrationalConstants 1104.6 ms ✓ StaticArraysCore 829.6 ms ✓ StatsAPI 1143.6 ms ✓ Requires 2867.0 ms ✓ LinearMaps 1226.2 ms ✓ OrderedCollections 1348.3 ms ✓ ADTypes 1063.9 ms ✓ DocStringExtensions 843.1 ms ✓ ShiftedArrays 837.5 ms ✓ EnumX 2069.7 ms ✓ FillArrays 788.4 ms ✓ PtrArrays 1233.8 ms ✓ SuiteSparse 988.4 ms ✓ NaNMath 1083.3 ms ✓ Compat 1046.5 ms ✓ Preferences 1595.7 ms ✓ CommonSubexpressions 935.2 ms ✓ Missings 970.8 ms ✓ SeasonalTrendLoess 1240.0 ms ✓ Statistics → SparseArraysExt 734.5 ms ✓ ConstructionBase → ConstructionBaseLinearAlgebraExt 842.2 ms ✓ DiffResults 916.5 ms ✓ Adapt 4249.3 ms ✓ MatrixEquations 1899.6 ms ✓ LinearMaps → LinearMapsSparseArraysExt 737.8 ms ✓ LinearMaps → LinearMapsStatisticsExt 3578.4 ms ✓ DataStructures 1875.1 ms ✓ DifferentiationInterface 745.3 ms ✓ ADTypes → ADTypesConstructionBaseExt 1366.2 ms ✓ LogExpFunctions 1466.0 ms ✓ FillArrays → FillArraysSparseArraysExt 926.9 ms ✓ FillArrays → FillArraysStatisticsExt 930.7 ms ✓ AliasTables 1709.3 ms ✓ PDMats 777.2 ms ✓ Compat → CompatLinearAlgebraExt 1157.6 ms ✓ JLLWrappers 876.3 ms ✓ PrecompileTools 2926.0 ms ✓ Setfield 1141.0 ms ✓ ArrayInterface 1253.9 ms ✓ Adapt → AdaptSparseArraysExt 1068.3 ms ✓ SortingAlgorithms 2191.0 ms ✓ QuadGK 1286.9 ms ✓ DifferentiationInterface → DifferentiationInterfaceSparseArraysExt 1390.5 ms ✓ FillArrays → FillArraysPDMatsExt 1371.4 ms ✓ Rmath_jll 1422.6 ms ✓ OpenSpecFun_jll 3313.1 ms ✓ RecipesBase 734.1 ms ✓ ArrayInterface → ArrayInterfaceStaticArraysCoreExt 1239.3 ms ✓ ArrayInterface → ArrayInterfaceSparseArraysExt 4208.2 ms ✓ StatsBase 1609.6 ms ✓ Rmath 4879.2 ms ✓ SpecialFunctions 38345.3 ms ✓ Polynomials 1295.4 ms ✓ FiniteDiff 1408.2 ms ✓ PDMats → StatsBaseExt 2414.7 ms ✓ HypergeometricFunctions 1222.2 ms ✓ DiffRules 1389.3 ms ✓ FiniteDiff → FiniteDiffSparseArraysExt 1151.1 ms ✓ DifferentiationInterface → DifferentiationInterfaceFiniteDiffExt 2911.8 ms ✓ StatsFuns 6648.4 ms ✓ ForwardDiff 9023.0 ms ✓ Distributions 1433.9 ms ✓ DifferentiationInterface → DifferentiationInterfaceForwardDiffExt 2161.8 ms ✓ NLSolversBase 2506.7 ms ✓ LineSearches 6258.8 ms ✓ Optim 7473.6 ms ✓ StateSpaceModels 73 dependencies successfully precompiled in 174 seconds. 11 already precompiled. Precompilation completed after 188.77s ################################################################################ # Testing # Testing StateSpaceModels Status `/tmp/jl_5ujF9N/Project.toml` [336ed68f] CSV v0.10.15 [a93c6f00] DataFrames v1.8.1 [31c24e10] Distributions v0.25.122 [99c1a7ee] MatrixEquations v2.5.6 [429524aa] Optim v1.13.3 [bac558e1] OrderedCollections v1.8.1 [f27b6e38] Polynomials v4.1.0 [3cdcf5f2] RecipesBase v1.3.4 [42fb36cb] SeasonalTrendLoess v0.1.0 [1277b4bf] ShiftedArrays v2.0.0 [99342f36] StateSpaceModels v0.7.0 [10745b16] Statistics v1.11.1 [2913bbd2] StatsBase v0.34.8 [37e2e46d] LinearAlgebra v1.13.0 [de0858da] Printf v1.11.0 [9a3f8284] Random v1.11.0 [2f01184e] SparseArrays v1.13.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_5ujF9N/Manifest.toml` [47edcb42] ADTypes v1.19.0 [79e6a3ab] Adapt v4.4.0 [66dad0bd] AliasTables v1.1.3 [4fba245c] ArrayInterface v7.22.0 [336ed68f] CSV v0.10.15 [944b1d66] CodecZlib v0.7.8 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.18.1 [187b0558] ConstructionBase v1.6.0 [a8cc5b0e] Crayons v4.1.1 [9a962f9c] DataAPI v1.16.0 [a93c6f00] DataFrames v1.8.1 [864edb3b] DataStructures v0.19.3 [e2d170a0] DataValueInterfaces v1.0.0 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 [a0c0ee7d] DifferentiationInterface v0.7.12 [31c24e10] Distributions v0.25.122 [ffbed154] DocStringExtensions v0.9.5 [4e289a0a] EnumX v1.0.5 [48062228] FilePathsBase v0.9.24 [1a297f60] FillArrays v1.15.0 [6a86dc24] FiniteDiff v2.29.0 [f6369f11] ForwardDiff v1.3.0 [34004b35] HypergeometricFunctions v0.3.28 [842dd82b] InlineStrings v1.4.5 [41ab1584] InvertedIndices v1.3.1 [92d709cd] IrrationalConstants v0.2.6 [82899510] IteratorInterfaceExtensions v1.0.0 [692b3bcd] JLLWrappers v1.7.1 [b964fa9f] LaTeXStrings v1.4.0 [d3d80556] LineSearches v7.5.1 [7a12625a] LinearMaps v3.11.4 [2ab3a3ac] LogExpFunctions v0.3.29 [1914dd2f] MacroTools v0.5.16 [99c1a7ee] MatrixEquations v2.5.6 [e1d29d7a] Missings v1.2.0 [d41bc354] NLSolversBase v7.10.0 [77ba4419] NaNMath v1.1.3 [429524aa] Optim v1.13.3 [bac558e1] OrderedCollections v1.8.1 [90014a1f] PDMats v0.11.36 [69de0a69] Parsers v2.8.3 [f27b6e38] Polynomials v4.1.0 [2dfb63ee] PooledArrays v1.4.3 [85a6dd25] PositiveFactorizations v0.2.4 [aea7be01] PrecompileTools v1.3.3 [21216c6a] Preferences v1.5.0 [08abe8d2] PrettyTables v3.1.2 [43287f4e] PtrArrays v1.3.0 [1fd47b50] QuadGK v2.11.2 [3cdcf5f2] RecipesBase v1.3.4 [189a3867] Reexport v1.2.2 [ae029012] Requires v1.3.1 [79098fc4] Rmath v0.9.0 [42fb36cb] SeasonalTrendLoess v0.1.0 [91c51154] SentinelArrays v1.4.8 [efcf1570] Setfield v1.1.2 [1277b4bf] ShiftedArrays v2.0.0 [a2af1166] SortingAlgorithms v1.2.2 [276daf66] SpecialFunctions v2.6.1 [99342f36] StateSpaceModels v0.7.0 [1e83bf80] StaticArraysCore v1.4.4 [10745b16] Statistics v1.11.1 [82ae8749] StatsAPI v1.7.1 [2913bbd2] StatsBase v0.34.8 [4c63d2b9] StatsFuns v1.5.2 [892a3eda] StringManipulation v0.4.2 [3783bdb8] TableTraits v1.0.1 [bd369af6] Tables v1.12.1 [3bb67fe8] TranscodingStreams v0.11.3 [ea10d353] WeakRefStrings v1.4.2 [76eceee3] WorkerUtilities v1.6.1 [efe28fd5] OpenSpecFun_jll v0.5.6+0 [f50d1b31] Rmath_jll v0.5.1+0 [56f22d72] Artifacts v1.11.0 [2a0f44e3] Base64 v1.11.0 [ade2ca70] Dates v1.11.0 [8ba89e20] Distributed v1.11.0 [7b1f6079] FileWatching v1.11.0 [9fa8497b] Future v1.11.0 [b77e0a4c] InteractiveUtils v1.11.0 [ac6e5ff7] JuliaSyntaxHighlighting v1.12.0 [8f399da3] Libdl v1.11.0 [37e2e46d] LinearAlgebra v1.13.0 [56ddb016] Logging v1.11.0 [d6f4376e] Markdown v1.11.0 [a63ad114] Mmap v1.11.0 [de0858da] Printf v1.11.0 [3fa0cd96] REPL v1.11.0 [9a3f8284] Random v1.11.0 [ea8e919c] SHA v1.0.0 [9e88b42a] Serialization v1.11.0 [6462fe0b] Sockets v1.11.0 [2f01184e] SparseArrays v1.13.0 [f489334b] StyledStrings v1.13.0 [4607b0f0] SuiteSparse [fa267f1f] TOML v1.0.3 [8dfed614] Test v1.11.0 [cf7118a7] UUIDs v1.11.0 [4ec0a83e] Unicode v1.11.0 [e66e0078] CompilerSupportLibraries_jll v1.3.0+1 [4536629a] OpenBLAS_jll v0.3.29+0 [05823500] OpenLibm_jll v0.8.7+0 [bea87d4a] SuiteSparse_jll v7.10.1+0 [83775a58] Zlib_jll v1.3.1+2 [8e850b90] libblastrampoline_jll v5.15.0+0 Testing Running tests... Test Summary: | Pass Total Time Linear systems | 10 10 19.5s LocalLevel ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Results =============================================================== Model: LocalLevel Number of observations: 100 Number of unknown parameters: 2 Log-likelihood: -21.8438 AIC: 47.6877 AICc: 47.8114 BIC: 52.8980 --------------------------------------------------------------- Parameter Estimate Std.Error z stat p-value sigma2_ε 0.0827 0.0223 3.7131 0.0000 sigma2_η 0.0005 0.0191 0.0250 0.1999 SARIMA(1, 0, 0)x(0, 0, 0, 0) with zero mean Test Summary: | Total Time Prints | 0 30.1s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Test Summary: | Pass Total Time LocalLevel | 142 142 1m13.2s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Test Summary: | Pass Total Time Local Linear Trend Model | 4 4 6.8s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Test Summary: | Pass Total Time Local Level With Cycle Model | 7 7 1.8s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 Test Summary: | Pass Total Time Local Level With Explanatory Model | 2 2 4.9s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Test Summary: | Pass Broken Total Time Basic Structural Model | 26 2 28 18.3s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 Test Summary: | Pass Total Time Basic Structural With Explanatory Model | 23 23 9.6s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Test Summary: | Pass Total Time Multivariate Basic Structural Model | 11 11 38.6s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Model specification Selection metric ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 SARIMA(2, 1, 2)x(0, 0, 0, 0) with non-zero mean : 1273.7583242115427 SARIMA(1, 1, 0)x(0, 0, 0, 0) with non-zero mean : 1283.7664413377545 SARIMA(0, 1, 1)x(0, 0, 0, 0) with non-zero mean : 1271.3254406717435 SARIMA(0, 1, 0)x(0, 0, 0, 0) with non-zero mean : 1298.82084537551 Search iteration complete: Current best is SARIMA(0, 1, 1)x(0, 0, 0, 0) with non-zero mean ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 SARIMA(0, 1, 1)x(0, 0, 0, 0) with non-zero mean : 1271.3254406717435 SARIMA(0, 1, 2)x(0, 0, 0, 0) with non-zero mean : 1270.3396088573086 SARIMA(1, 1, 1)x(0, 0, 0, 0) with non-zero mean : 1269.6396855785115 SARIMA(1, 1, 2)x(0, 0, 0, 0) with non-zero mean : 1271.5231847782368 SARIMA(0, 1, 1)x(0, 0, 0, 0) with zero mean : 1269.1991241909998 Search iteration complete: Current best is SARIMA(0, 1, 1)x(0, 0, 0, 0) with zero mean ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 SARIMA(0, 1, 1)x(0, 0, 0, 0) with zero mean : 1269.1991241909998 SARIMA(0, 1, 0)x(0, 0, 0, 0) with zero mean : 1296.7379503618345 SARIMA(0, 1, 2)x(0, 0, 0, 0) with zero mean : 1268.1686240195545 SARIMA(1, 1, 0)x(0, 0, 0, 0) with zero mean : 1281.6399976481518 SARIMA(1, 1, 1)x(0, 0, 0, 0) with zero mean : 1267.468697488957 SARIMA(1, 1, 2)x(0, 0, 0, 0) with zero mean : 1269.3060098057128 Search iteration complete: Current best is SARIMA(1, 1, 1)x(0, 0, 0, 0) with zero mean ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 SARIMA(1, 1, 1)x(0, 0, 0, 0) with zero mean : 1267.468697488957 SARIMA(2, 1, 0)x(0, 0, 0, 0) with zero mean : 1277.6748597747253 SARIMA(2, 1, 1)x(0, 0, 0, 0) with zero mean : 1269.284512213182 SARIMA(2, 1, 2)x(0, 0, 0, 0) with zero mean : 1271.629037272645 Search iteration complete: Current best is SARIMA(1, 1, 1)x(0, 0, 0, 0) with zero mean ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Model specification Selection metric ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 SARIMA(2, 0, 2)x(1, 1, 1, 12) with non-zero mean - diverged ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 SARIMA(1, 0, 0)x(1, 1, 0, 12) with non-zero mean - diverged ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 SARIMA(0, 0, 1)x(0, 1, 1, 12) with non-zero mean : -275.9860348257948 SARIMA(0, 0, 0)x(0, 1, 0, 12) with non-zero mean : -150.6710081689509 Search iteration complete: Current best is SARIMA(0, 0, 1)x(0, 1, 1, 12) with non-zero mean ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 SARIMA(0, 0, 1)x(0, 1, 1, 12) with non-zero mean : -275.9860348257948 SARIMA(0, 0, 0)x(0, 1, 1, 12) with non-zero mean : -195.26147821147114 SARIMA(0, 0, 2)x(0, 1, 1, 12) with non-zero mean : -342.1883333468966 SARIMA(1, 0, 0)x(0, 1, 1, 12) with non-zero mean : -465.3404134621623 SARIMA(1, 0, 1)x(0, 1, 1, 12) with non-zero mean : -480.78161068268594 SARIMA(1, 0, 2)x(0, 1, 1, 12) with non-zero mean : -478.79090492199816 SARIMA(0, 0, 1)x(0, 1, 0, 12) with non-zero mean : -257.211083917065 SARIMA(0, 0, 1)x(0, 1, 2, 12) with non-zero mean : -292.80147326677144 SARIMA(0, 0, 1)x(1, 1, 0, 12) with non-zero mean : -297.97641916237393 SARIMA(0, 0, 1)x(1, 1, 1, 12) with non-zero mean : -351.91744345975746 SARIMA(0, 0, 1)x(1, 1, 2, 12) with non-zero mean : -364.3283298823662 SARIMA(0, 0, 1)x(0, 1, 1, 12) with zero mean : -278.10237618630487 Search iteration complete: Current best is SARIMA(1, 0, 1)x(0, 1, 1, 12) with non-zero mean ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 SARIMA(1, 0, 1)x(1, 1, 0, 12) with non-zero mean - diverged ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 SARIMA(1, 0, 1)x(1, 1, 1, 12) with non-zero mean - diverged ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 SARIMA(1, 0, 1)x(1, 1, 2, 12) with non-zero mean - diverged ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 SARIMA(1, 0, 1)x(0, 1, 1, 12) with non-zero mean : -480.78161068268594 SARIMA(2, 0, 0)x(0, 1, 1, 12) with non-zero mean : -478.98468684421044 SARIMA(2, 0, 1)x(0, 1, 1, 12) with non-zero mean : -479.03369324182364 SARIMA(2, 0, 2)x(0, 1, 1, 12) with non-zero mean : -477.34304772665365 SARIMA(1, 0, 1)x(0, 1, 0, 12) with non-zero mean : -449.08155334750194 SARIMA(1, 0, 1)x(0, 1, 2, 12) with non-zero mean : -479.1612243009124 SARIMA(1, 0, 1)x(0, 1, 1, 12) with zero mean : -482.9286059874388 Search iteration complete: Current best is SARIMA(1, 0, 1)x(0, 1, 1, 12) with zero mean ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 SARIMA(1, 0, 1)x(1, 1, 0, 12) with zero mean - diverged ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 SARIMA(1, 0, 1)x(1, 1, 1, 12) with zero mean - diverged ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Error: Numerical error when applying Kalman filter equations. └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/filters/univariate_kalman_filter.jl:330 SARIMA(1, 0, 1)x(1, 1, 2, 12) with zero mean - diverged SARIMA(1, 0, 1)x(0, 1, 1, 12) with zero mean : -482.9286059874388 SARIMA(0, 0, 0)x(0, 1, 1, 12) with zero mean : -197.34780037734544 SARIMA(0, 0, 2)x(0, 1, 1, 12) with zero mean : -344.33534394701775 SARIMA(1, 0, 0)x(0, 1, 1, 12) with zero mean : -467.456831767822 SARIMA(1, 0, 2)x(0, 1, 1, 12) with zero mean : -480.9692540174278 SARIMA(2, 0, 0)x(0, 1, 1, 12) with zero mean : -481.13172291490906 SARIMA(2, 0, 1)x(0, 1, 1, 12) with zero mean : -481.2120388721909 SARIMA(2, 0, 2)x(0, 1, 1, 12) with zero mean : -479.5839219195021 SARIMA(1, 0, 1)x(0, 1, 0, 12) with zero mean : -451.1978945613141 SARIMA(1, 0, 1)x(0, 1, 2, 12) with zero mean : -481.3395814396955 Search iteration complete: Current best is SARIMA(1, 0, 1)x(0, 1, 1, 12) with zero mean Test Summary: | Pass Broken Total Time SARIMA | 44 2 46 3m52.4s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Test Summary: | Pass Total Time UnobservedComponents | 13 13 6.3s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 Test Summary: | Pass Total Time UnobservedComponentsExplanatory | 29 29 10.1s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Test Summary: | Pass Total Time Regression | 51 51 5.2s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 ┌ Warning: The optimization process converged but the Hessian matrix is not positive definite. This means that StateSpaceModels.jl cannot estimate the distribution of the hyperparameters If you are interested in estimates of the distribution of ther hyperparameters we advise you to change the optimization algorithm by using the kwarg fit(...; optimizer = Optimizer(StateSpaceModels.Optim.THE_METHOD_OF_YOUR_CHOICE())) The list of possible algorithms can be found on this link https://julianlsolvers.github.io/Optim.jl/stable/# otherwise you can simply skip this proccess by using fit(...; save_hyperparameter_distribution=false) └ @ StateSpaceModels ~/.julia/packages/StateSpaceModels/WqsHx/src/fit.jl:57 ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 Test Summary: | Pass Total Time ExponentialSmoothing | 14 14 30.5s CrossValidation: step 1 of 20 CrossValidation: step 2 of 20 CrossValidation: step 3 of 20 CrossValidation: step 4 of 20 CrossValidation: step 5 of 20 CrossValidation: step 6 of 20 CrossValidation: step 7 of 20 CrossValidation: step 8 of 20 CrossValidation: step 9 of 20 CrossValidation: step 10 of 20 CrossValidation: step 11 of 20 CrossValidation: step 12 of 20 CrossValidation: step 13 of 20 CrossValidation: step 14 of 20 CrossValidation: step 15 of 20 CrossValidation: step 16 of 20 CrossValidation: step 17 of 20 CrossValidation: step 18 of 20 CrossValidation: step 19 of 20 CrossValidation: step 20 of 20 Test Summary: | Pass Total Time Naive models | 13 13 4.0s ┌ Warning: f_tol is deprecated. Use f_abstol or f_reltol instead. The provided value (1.0e-6) will be used as f_reltol. └ @ Optim ~/.julia/packages/Optim/gmigl/src/types.jl:120 DAR Model: Test Failed at /home/pkgeval/.julia/packages/StateSpaceModels/WqsHx/test/models/dar.jl:10 Expression: ≈(loglike(model), -1175.9129, atol = 1.0e-5, rtol = 1.0e-5) Evaluated: -1174.2929267786728 ≈ -1175.9129 (atol=1.0e-5, rtol=1.0e-5) Stacktrace: [1] top-level scope @ ~/.julia/packages/StateSpaceModels/WqsHx/test/models/dar.jl:3 [2] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:1961 [inlined] [3] macro expansion @ ~/.julia/packages/StateSpaceModels/WqsHx/test/models/dar.jl:10 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:753 [inlined] Test Summary: | Pass Fail Total Time DAR Model | 3 1 4 15.4s RNG of the outermost testset: Xoshiro(0x50cc81e69539df4c, 0x96f8f28c0019d356, 0xd604dd84c0512f75, 0x0396dc3056ed34a7, 0x5cefb274b799b728) ERROR: LoadError: Some tests did not pass: 3 passed, 1 failed, 0 errored, 0 broken. in expression starting at /home/pkgeval/.julia/packages/StateSpaceModels/WqsHx/test/models/dar.jl:1 in expression starting at /home/pkgeval/.julia/packages/StateSpaceModels/WqsHx/test/runtests.jl:30 Testing failed after 780.98s ERROR: LoadError: Package StateSpaceModels errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Types.jl:68 [2] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, julia_args::Cmd, test_args::Cmd, test_fn::Nothing, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool) @ Pkg.Operations /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Operations.jl:2946 [3] test @ /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Operations.jl:2795 [inlined] [4] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, test_fn::Nothing, julia_args::Cmd, test_args::Cmd, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool, kwargs::@Kwargs{io::IOContext{IO}}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:572 [5] kwcall(::@NamedTuple{julia_args::Cmd, io::IOContext{IO}}, ::typeof(Pkg.API.test), ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:548 [6] test(pkgs::Vector{PackageSpec}; io::IOContext{IO}, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:172 [7] kwcall(::@NamedTuple{julia_args::Cmd}, ::typeof(Pkg.API.test), pkgs::Vector{PackageSpec}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:161 [8] test(pkgs::Vector{String}; kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:160 [9] test @ /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:160 [inlined] [10] kwcall(::@NamedTuple{julia_args::Cmd}, ::typeof(Pkg.API.test), pkg::String) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:159 [11] top-level scope @ /PkgEval.jl/scripts/evaluate.jl:219 [12] include(mod::Module, _path::String) @ Base ./Base.jl:309 [13] exec_options(opts::Base.JLOptions) @ Base ./client.jl:344 [14] _start() @ Base ./client.jl:577 in expression starting at /PkgEval.jl/scripts/evaluate.jl:210 PkgEval failed after 1015.4s: package has test failures