compare_versions
Compare two time series models from .inp files: see specification differences, side-by-side fit stats, and nested likelihood-ratio test results, plus residual ACF/PACF comparison.
Instructions
Compare two estimated models: spec diff, stats table, nested LR test.
Loads and fits both .inp files. Returns:
Spec comparison (what parameters changed)
Side-by-side stats: loglik, AIC, BIC, σ_a, Q-pass, JB-pass
Nested LR test if one model is a restricted version of the other
ACF/PACF comparison figure (residuals of both models)
Parameters
inp_path_a : .inp file for model A (baseline / more restricted) inp_path_b : .inp file for model B (alternative / richer) lam_a : Box-Cox lambda for model A (0.0 = log) lam_b : Box-Cox lambda for model B (0.0 = log) guion_path : (optional) guion.json — unused currently, reserved
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lam_a | No | ||
| lam_b | No | ||
| guion_path | No | ||
| inp_path_a | Yes | ||
| inp_path_b | Yes |