write_specs
Creates per-series specification files for vector VARMA analysis, defining transformation, differencing, harmonics, and mean settings before joint model estimation.
Instructions
N0v — ROUTE V from raw data (docs/STUDY-raw-entry.md): the vector
first, as Tiao and Box (1981). No univariate models: each series gets a
fue .inp with ONLY its characterization — lambda, d, D or harmonics, the
mean when d = D = 0 — in out_dir (default <data>_sima/), and the
ladder session opens on them (the guion goes on).
Then: run_gate (it certifies the cast; the diagonal here is white noise, or a random walk for d = 1, not a yardstick), canonical_analysis and identify_matrices' method 1 (R_k, S_k, Tiao and Box's M(l)) on the vector. estimate(p, q) in this route writes each series' spec with a FREE AR(p)/MA(q) of its own and fits the full VARMA(p, q): the diagonal is estimated with the cross terms. evaluate compares it with univariate models built by route U's builder, for the yardstick only. Route V writes no .pre for the system: its estimates are rows of the system, not univariate optima.
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": "write_specs"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes | ||
| out_dir | No | ||
| overwrite | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |