Package evaluation to test StateSpaceModels on Julia 1.14.0-DEV.1372 (893635dc59*) started at 2025-12-16T18:34:00.221 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Activating project at `~/.julia/environments/v1.14` Set-up completed after 6.95s ################################################################################ # Installation # Installing StateSpaceModels... Resolving package versions... Updating `~/.julia/environments/v1.14/Project.toml` [99342f36] + StateSpaceModels v0.7.0 Updating `~/.julia/environments/v1.14/Manifest.toml` [47edcb42] + ADTypes v1.20.0 [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 v1.8.0 [2913bbd2] + StatsBase v0.34.9 [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 3.67s ################################################################################ # Precompilation # ERROR: LoadError: MethodError: no method matching setindex!(::Base.ScopedValues.ScopedValue{IO}, ::Nothing) The function `setindex!` exists, but no method is defined for this combination of argument types. Stacktrace: [1] top-level scope @ /PkgEval.jl/scripts/precompile.jl:10 [2] include(mod::Module, _path::String) @ Base ./Base.jl:309 [3] exec_options(opts::Base.JLOptions) @ Base ./client.jl:344 [4] _start() @ Base ./client.jl:577 in expression starting at /PkgEval.jl/scripts/precompile.jl:6 caused by: MethodError: no method matching setindex!(::Base.ScopedValues.ScopedValue{IO}, ::Base.DevNull) The function `setindex!` exists, but no method is defined for this combination of argument types. Stacktrace: [1] top-level scope @ /PkgEval.jl/scripts/precompile.jl:7 [2] include(mod::Module, _path::String) @ Base ./Base.jl:309 [3] exec_options(opts::Base.JLOptions) @ Base ./client.jl:344 [4] _start() @ Base ./client.jl:577 Precompilation failed after 9.55s ################################################################################ # Testing # Testing StateSpaceModels Status `/tmp/jl_xU5z7p/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 v0.34.9 [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_xU5z7p/Manifest.toml` [47edcb42] ADTypes v1.20.0 [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 v1.8.0 [2913bbd2] StatsBase v0.34.9 [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 v1.13.0 [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 7.1s 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: -20.6204 AIC: 45.2407 AICc: 45.3644 BIC: 50.4511 --------------------------------------------------------------- Parameter Estimate Std.Error z stat p-value sigma2_ε 0.0848 0.0208 4.0763 0.0000 sigma2_η 0.0000 0.0113 0.0000 0.9999 SARIMA(1, 0, 0)x(0, 0, 0, 0) with zero mean Test Summary: | Total Time Prints | 0 14.9s ┌ 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 ┌ 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 22.0s ┌ 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 Test Summary: | Pass Total Time Local Linear Trend Model | 4 4 4.5s ┌ 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 1.5s ┌ 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 4.0s ┌ 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 ┌ 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 11.7s ┌ 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 5.4s ┌ 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 Test Summary: | Pass Total Time Multivariate Basic Structural Model | 11 11 25.4s ┌ 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 ┌ 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 : 1273.7583242116152 SARIMA(1, 1, 0)x(0, 0, 0, 0) with non-zero mean : 1283.7664413377645 SARIMA(0, 1, 1)x(0, 0, 0, 0) with non-zero mean : 1271.3254406717456 SARIMA(0, 1, 0)x(0, 0, 0, 0) with non-zero mean : 1298.8208453755105 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 : 1271.3254406717456 SARIMA(0, 1, 2)x(0, 0, 0, 0) with non-zero mean : 1270.3396088573209 SARIMA(1, 1, 1)x(0, 0, 0, 0) with non-zero mean : 1269.639685560417 SARIMA(1, 1, 2)x(0, 0, 0, 0) with non-zero mean : 1271.5231847769512 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 : 1296.737950361835 SARIMA(0, 1, 2)x(0, 0, 0, 0) with zero mean : 1268.168624019554 SARIMA(1, 1, 0)x(0, 0, 0, 0) with zero mean : 1281.6399976481516 SARIMA(1, 1, 1)x(0, 0, 0, 0) with zero mean : 1267.4686974886592 SARIMA(1, 1, 2)x(0, 0, 0, 0) with zero mean : 1269.30600980571 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 : 1267.4686974886592 SARIMA(2, 1, 0)x(0, 0, 0, 0) with zero mean : 1277.6748597747255 SARIMA(2, 1, 1)x(0, 0, 0, 0) with zero mean : 1269.2845232792547 SARIMA(2, 1, 2)x(0, 0, 0, 0) with zero mean : 1271.493455429853 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 : -275.9860348875769 SARIMA(0, 0, 0)x(0, 1, 0, 12) with non-zero mean : -150.67100819165157 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 : -275.9860348875769 SARIMA(0, 0, 0)x(0, 1, 1, 12) with non-zero mean : -195.26147814433207 SARIMA(0, 0, 2)x(0, 1, 1, 12) with non-zero mean : -342.18833125796317 SARIMA(1, 0, 0)x(0, 1, 1, 12) with non-zero mean : -465.34047036168954 SARIMA(1, 0, 1)x(0, 1, 1, 12) with non-zero mean : -480.78161086648686 SARIMA(1, 0, 2)x(0, 1, 1, 12) with non-zero mean : -478.79090455401456 SARIMA(0, 0, 1)x(0, 1, 0, 12) with non-zero mean : -257.21108364091424 SARIMA(0, 0, 1)x(0, 1, 2, 12) with non-zero mean : -292.80147347063325 SARIMA(0, 0, 1)x(1, 1, 0, 12) with non-zero mean : -297.9764192088582 SARIMA(0, 0, 1)x(1, 1, 1, 12) with non-zero mean : -351.9108229023604 SARIMA(0, 0, 1)x(1, 1, 2, 12) with non-zero mean : -364.32813695253566 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 : -480.78161086648686 SARIMA(2, 0, 0)x(0, 1, 1, 12) with non-zero mean : -478.984691422742 SARIMA(2, 0, 1)x(0, 1, 1, 12) with non-zero mean : -479.0336922102565 SARIMA(2, 0, 2)x(0, 1, 1, 12) with non-zero mean : -477.3804261949386 SARIMA(1, 0, 1)x(0, 1, 0, 12) with non-zero mean : -449.08155225887657 SARIMA(1, 0, 1)x(0, 1, 2, 12) with non-zero mean : -479.16123499505807 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 1m49.1s ┌ 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 UnobservedComponents | 13 13 4.4s ┌ 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: 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 6.1s ┌ 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 3.2s ┌ 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 15.2s 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 2.4s ┌ 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 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: -1174.2929323828355 ≈ -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 10.2s RNG of the outermost testset: Xoshiro(0x45e328fc2b0cd440, 0xc882102473a449f8, 0x65db10d4bee28127, 0x1a1268017b3f417f, 0x5331859b9f210264) 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 295.71s 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:3067 [3] test @ /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Operations.jl:2916 [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:237 [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:228 PkgEval failed after 329.15s: package has test failures