Illustrative Example of ARMA Software: Simple Test File

To illustrate the software application the second example using the simplest test file will be described. The test file is defined by the file 'test.ini':

INP test2
COL 1
COL 2

Here INP defines the data file 'test2':

1.   1.
2.   1.
1.   1.
2.   1.
1.   1.
2.   1.
1.   1.
2.   1.
1.   1.

where COL 1 means that the first column of the file 'test2' should be considered as the factor to be predicted and COL 2 indicates the second column as another factor.

A fragment of the optimization results is shown in the Figure 1.29 .

Figure 1.29: A fragment of the control parameters and optimization results of the simplest illustration

Here 'delta_perc' denotes the error in percents of the "Random Walk"prediction and 'delta_mean' is just the average error. The results of optimizations are printed as $Po,Qo,ao,bo$. The prognoses results are in the file 'progn.out.old' (see Figure 1.30)

Figure 1.30: Example of the prediction results of the simplest illustration

Here the minimal $ymin$ the average $yav$ and the maximal $ymax$ prognoses values are the same because the prognoses variance $progn$ is zero.