estimate_and_diagnose
Fit a time series model specified in an .inp file and automatically diagnose residuals using autocorrelation, normality, and seasonality tests.
Instructions
Fit the model specified in an .inp file and run diagnosis.
Estimates the model by maximum likelihood (fue MVENC) and runs the full diagnosis: standardised residuals, ACF/PACF, Ljung-Box Q-test, Jarque-Bera normality test, and residual seasonality check.
Parameters
inp_path : path to the .inp file with the model specification
output_path : if given, also persist the fitted model as the .pre
(= .inp with the estimated parameters, to seed the next step)
and .out (ASCII results report) alongside this basename —
the same trio confirm_and_estimate writes, so a model estimated
through this clean path is not left without artefacts. Empty
(default) keeps the old screen-only behaviour.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| inp_path | Yes | ||
| output_path | No |