run_gate
Checks whether a joint VARMA model reproduces its univariate fits via the exact log-likelihood identity, stops analysis if the diagonal gate fails, and flags each file as an optimum or specification.
Instructions
N1 — The diagonal gate: does the joint cast reproduce the univariate models?
Each series is fitted alone on the common window; the diagonal system is then evaluated at those optima. The identity logL_joint = SUM logL_i is exact. If it fails, the analysis STOPS: nothing estimated on top of a joint model that does not reproduce its parts can be trusted.
It also says whether each file is an OPTIMUM (it does not move when re-estimated) or a SPECIFICATION (it moves), which decides whether the yardstick is the analyst's certified model or not.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"name": "<name>"
},
"name": "run_gate"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |