study_estimation
Diagnose suspect VARMA fits by checking inverse roots, comparing an independent exact likelihood, and re-optimizing from retreat points to test whether the reported optimum is a true maximum.
Instructions
N4b — Study the current fit when the estimation may be ill-defined.
For a fit that stopped on the MA invertibility wall (estimate says so), or any fit whose optimum you doubt. Evidence, then a menu; no verdict:
the AR and MA inverse roots of the joint model, and the pairs that nearly cancel (a near-common factor makes the likelihood a ridge);
a SECOND PATH: the same model optimised with Shea's exact likelihood (AS 242) instead of elf (AS 311) -- same function, independent code, another path;
RESTARTS: from the stopping point, step back towards the start (x = start + retreat * (stop - start)) and re-optimise; repeat while the likelihood rises. If it keeps rising, the ridge climbs along the wall and the reported point is not a maximum.
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": "study_estimation"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes | ||
| retreat | No | ||
| restarts | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |