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1.6.0-DEV-22b5d93b2b.log
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Julia Version 1.6.0-DEV.1069
Commit 22b5d93b2b (2020-09-28 17:33 UTC)
Platform Info:
OS: Linux (x86_64-linux-gnu)
CPU: Intel(R) Xeon(R) Silver 4114 CPU @ 2.20GHz
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-10.0.1 (ORCJIT, skylake-avx512)
Environment:
JULIA_DEPOT_PATH = ::/usr/local/share/julia
JULIA_NUM_THREADS = 2
Resolving package versions...
Installed InvertedIndices ────────────── v1.0.0
Installed Missings ───────────────────── v0.4.4
Installed QuadGK ─────────────────────── v2.4.1
Installed Compat ─────────────────────── v3.17.0
Installed DataStructures ─────────────── v0.18.6
Installed ARCHModels ─────────────────── v1.2.2
Installed Requires ───────────────────── v1.0.3
Installed StructTypes ────────────────── v1.1.0
Installed GLM ────────────────────────── v1.3.10
Installed PositiveFactorizations ─────── v0.2.3
Installed Calculus ───────────────────── v0.5.1
Installed NLSolversBase ──────────────── v7.5.0
Installed DiffResults ────────────────── v1.0.2
Installed ArrayInterface ─────────────── v2.13.3
Installed ShiftedArrays ──────────────── v1.0.0
Installed Rmath_jll ──────────────────── v0.2.2+1
Installed SortingAlgorithms ──────────── v0.3.1
Installed CompilerSupportLibraries_jll ─ v0.3.3+0
Installed Tables ─────────────────────── v1.0.5
Installed ForwardDiff ────────────────── v0.10.12
Installed LineSearches ───────────────── v7.1.0
Installed DiffRules ──────────────────── v1.0.1
Installed PDMats ─────────────────────── v0.10.1
Installed DataValueInterfaces ────────── v1.0.0
Installed CommonSubexpressions ───────── v0.3.0
Installed Distributions ──────────────── v0.23.8
Installed Optim ──────────────────────── v0.22.0
Installed PooledArrays ───────────────── v0.5.3
Installed TableTraits ────────────────── v1.0.0
Installed Parsers ────────────────────── v1.0.10
Installed SpecialFunctions ───────────── v0.10.3
Installed OpenSpecFun_jll ────────────── v0.5.3+3
Installed UnPack ─────────────────────── v1.0.2
Installed StatsModels ────────────────── v0.6.14
Installed OrderedCollections ─────────── v1.3.1
Installed FiniteDiff ─────────────────── v2.7.0
Installed Reexport ───────────────────── v0.2.0
Installed DataAPI ────────────────────── v1.3.0
Installed Roots ──────────────────────── v1.0.5
Installed MacroTools ─────────────────── v0.5.5
Installed JSON ───────────────────────── v0.21.1
Installed StaticArrays ───────────────── v0.12.4
Installed CategoricalArrays ──────────── v0.8.3
Installed StatsFuns ──────────────────── v0.9.5
Installed StatsBase ──────────────────── v0.33.1
Installed FillArrays ─────────────────── v0.8.14
Installed Rmath ──────────────────────── v0.6.1
Installed Combinatorics ──────────────── v1.0.2
Installed NaNMath ────────────────────── v0.3.4
Installed StableRNGs ─────────────────── v0.1.2
Installed HypothesisTests ────────────── v0.10.0
Installed DataFrames ─────────────────── v0.21.7
Installed IteratorInterfaceExtensions ── v1.0.0
Installed Parameters ─────────────────── v0.12.1
Installed DiffEqDiffTools ────────────── v1.7.0
Updating `~/.julia/environments/v1.6/Project.toml`
[6d3278bc] + ARCHModels v1.2.2
Updating `~/.julia/environments/v1.6/Manifest.toml`
[6d3278bc] + ARCHModels v1.2.2
[4fba245c] + ArrayInterface v2.13.3
[49dc2e85] + Calculus v0.5.1
[324d7699] + CategoricalArrays v0.8.3
[861a8166] + Combinatorics v1.0.2
[bbf7d656] + CommonSubexpressions v0.3.0
[34da2185] + Compat v3.17.0
[e66e0078] + CompilerSupportLibraries_jll v0.3.3+0
[9a962f9c] + DataAPI v1.3.0
[a93c6f00] + DataFrames v0.21.7
[864edb3b] + DataStructures v0.18.6
[e2d170a0] + DataValueInterfaces v1.0.0
[01453d9d] + DiffEqDiffTools v1.7.0
[163ba53b] + DiffResults v1.0.2
[b552c78f] + DiffRules v1.0.1
[31c24e10] + Distributions v0.23.8
[1a297f60] + FillArrays v0.8.14
[6a86dc24] + FiniteDiff v2.7.0
[f6369f11] + ForwardDiff v0.10.12
[38e38edf] + GLM v1.3.10
[09f84164] + HypothesisTests v0.10.0
[41ab1584] + InvertedIndices v1.0.0
[82899510] + IteratorInterfaceExtensions v1.0.0
[682c06a0] + JSON v0.21.1
[d3d80556] + LineSearches v7.1.0
[1914dd2f] + MacroTools v0.5.5
[e1d29d7a] + Missings v0.4.4
[d41bc354] + NLSolversBase v7.5.0
[77ba4419] + NaNMath v0.3.4
[efe28fd5] + OpenSpecFun_jll v0.5.3+3
[429524aa] + Optim v0.22.0
[bac558e1] + OrderedCollections v1.3.1
[90014a1f] + PDMats v0.10.1
[d96e819e] + Parameters v0.12.1
[69de0a69] + Parsers v1.0.10
[2dfb63ee] + PooledArrays v0.5.3
[85a6dd25] + PositiveFactorizations v0.2.3
[1fd47b50] + QuadGK v2.4.1
[189a3867] + Reexport v0.2.0
[ae029012] + Requires v1.0.3
[79098fc4] + Rmath v0.6.1
[f50d1b31] + Rmath_jll v0.2.2+1
[f2b01f46] + Roots v1.0.5
[1277b4bf] + ShiftedArrays v1.0.0
[a2af1166] + SortingAlgorithms v0.3.1
[276daf66] + SpecialFunctions v0.10.3
[860ef19b] + StableRNGs v0.1.2
[90137ffa] + StaticArrays v0.12.4
[2913bbd2] + StatsBase v0.33.1
[4c63d2b9] + StatsFuns v0.9.5
[3eaba693] + StatsModels v0.6.14
[856f2bd8] + StructTypes v1.1.0
[3783bdb8] + TableTraits v1.0.0
[bd369af6] + Tables v1.0.5
[3a884ed6] + UnPack v1.0.2
[56f22d72] + Artifacts
[2a0f44e3] + Base64
[ade2ca70] + Dates
[8bb1440f] + DelimitedFiles
[8ba89e20] + Distributed
[9fa8497b] + Future
[b77e0a4c] + InteractiveUtils
[76f85450] + LibGit2
[8f399da3] + Libdl
[37e2e46d] + LinearAlgebra
[56ddb016] + Logging
[d6f4376e] + Markdown
[a63ad114] + Mmap
[44cfe95a] + Pkg
[de0858da] + Printf
[3fa0cd96] + REPL
[9a3f8284] + Random
[ea8e919c] + SHA
[9e88b42a] + Serialization
[1a1011a3] + SharedArrays
[6462fe0b] + Sockets
[2f01184e] + SparseArrays
[10745b16] + Statistics
[4607b0f0] + SuiteSparse
[fa267f1f] + TOML
[8dfed614] + Test
[cf7118a7] + UUIDs
[4ec0a83e] + Unicode
Building ARCHModels → `~/.julia/scratchspaces/44cfe95a-1eb2-52ea-b672-e2afdf69b78f/310207eaa9ad4415b81a0372f50a672b424879ad/build.log`
Testing ARCHModels
Status `/tmp/jl_4yXA8n/Project.toml`
[6d3278bc] ARCHModels v1.2.2
[a93c6f00] DataFrames v0.21.7
[864edb3b] DataStructures v0.18.6
[31c24e10] Distributions v0.23.8
[6a86dc24] FiniteDiff v2.7.0
[f6369f11] ForwardDiff v0.10.12
[38e38edf] GLM v1.3.10
[09f84164] HypothesisTests v0.10.0
[429524aa] Optim v0.22.0
[189a3867] Reexport v0.2.0
[f2b01f46] Roots v1.0.5
[276daf66] SpecialFunctions v0.10.3
[860ef19b] StableRNGs v0.1.2
[2913bbd2] StatsBase v0.33.1
[4c63d2b9] StatsFuns v0.9.5
[3eaba693] StatsModels v0.6.14
[8bb1440f] DelimitedFiles
[37e2e46d] LinearAlgebra
[9a3f8284] Random
[10745b16] Statistics
[8dfed614] Test
Status `/tmp/jl_4yXA8n/Manifest.toml`
[6d3278bc] ARCHModels v1.2.2
[4fba245c] ArrayInterface v2.13.3
[49dc2e85] Calculus v0.5.1
[324d7699] CategoricalArrays v0.8.3
[861a8166] Combinatorics v1.0.2
[bbf7d656] CommonSubexpressions v0.3.0
[34da2185] Compat v3.17.0
[e66e0078] CompilerSupportLibraries_jll v0.3.3+0
[9a962f9c] DataAPI v1.3.0
[a93c6f00] DataFrames v0.21.7
[864edb3b] DataStructures v0.18.6
[e2d170a0] DataValueInterfaces v1.0.0
[01453d9d] DiffEqDiffTools v1.7.0
[163ba53b] DiffResults v1.0.2
[b552c78f] DiffRules v1.0.1
[31c24e10] Distributions v0.23.8
[1a297f60] FillArrays v0.8.14
[6a86dc24] FiniteDiff v2.7.0
[f6369f11] ForwardDiff v0.10.12
[38e38edf] GLM v1.3.10
[09f84164] HypothesisTests v0.10.0
[41ab1584] InvertedIndices v1.0.0
[82899510] IteratorInterfaceExtensions v1.0.0
[682c06a0] JSON v0.21.1
[d3d80556] LineSearches v7.1.0
[1914dd2f] MacroTools v0.5.5
[e1d29d7a] Missings v0.4.4
[d41bc354] NLSolversBase v7.5.0
[77ba4419] NaNMath v0.3.4
[efe28fd5] OpenSpecFun_jll v0.5.3+3
[429524aa] Optim v0.22.0
[bac558e1] OrderedCollections v1.3.1
[90014a1f] PDMats v0.10.1
[d96e819e] Parameters v0.12.1
[69de0a69] Parsers v1.0.10
[2dfb63ee] PooledArrays v0.5.3
[85a6dd25] PositiveFactorizations v0.2.3
[1fd47b50] QuadGK v2.4.1
[189a3867] Reexport v0.2.0
[ae029012] Requires v1.0.3
[79098fc4] Rmath v0.6.1
[f50d1b31] Rmath_jll v0.2.2+1
[f2b01f46] Roots v1.0.5
[1277b4bf] ShiftedArrays v1.0.0
[a2af1166] SortingAlgorithms v0.3.1
[276daf66] SpecialFunctions v0.10.3
[860ef19b] StableRNGs v0.1.2
[90137ffa] StaticArrays v0.12.4
[2913bbd2] StatsBase v0.33.1
[4c63d2b9] StatsFuns v0.9.5
[3eaba693] StatsModels v0.6.14
[856f2bd8] StructTypes v1.1.0
[3783bdb8] TableTraits v1.0.0
[bd369af6] Tables v1.0.5
[3a884ed6] UnPack v1.0.2
[56f22d72] Artifacts
[2a0f44e3] Base64
[ade2ca70] Dates
[8bb1440f] DelimitedFiles
[8ba89e20] Distributed
[9fa8497b] Future
[b77e0a4c] InteractiveUtils
[76f85450] LibGit2
[8f399da3] Libdl
[37e2e46d] LinearAlgebra
[56ddb016] Logging
[d6f4376e] Markdown
[a63ad114] Mmap
[44cfe95a] Pkg
[de0858da] Printf
[3fa0cd96] REPL
[9a3f8284] Random
[ea8e919c] SHA
[9e88b42a] Serialization
[1a1011a3] SharedArrays
[6462fe0b] Sockets
[2f01184e] SparseArrays
[10745b16] Statistics
[4607b0f0] SuiteSparse
[fa267f1f] TOML
[8dfed614] Test
[cf7118a7] UUIDs
[4ec0a83e] Unicode
Testing Running tests...
Test Summary: | Pass Total
lgamma | 1 1
TGARCH{1, 1, 2} model has BIC 55764.7.
TGARCH{1, 1, 1} model has BIC 55756.9.
TGARCH{2, 1, 1} model has BIC 55765.8.
TGARCH{2, 1, 2} model has BIC 55774.4.
TGARCH{1, 2, 1} model has BIC 55766.1.
TGARCH{1, 2, 2} model has BIC 55778.4.
TGARCH{2, 2, 2} model has BIC 55781.4.
TGARCH{2, 2, 1} model has BIC 55775.1.
GARCH{1, 1} model has BIC 58390.4.
GARCH{3, 2} model has BIC 58415.
GARCH{2, 1} model has BIC 58399.8.
GARCH{1, 3} model has BIC 58407.8.
GARCH{3, 1} model has BIC 58410.2.
GARCH{1, 2} model has BIC 58398.4.
GARCH{2, 3} model has BIC 58415.4.
GARCH{2, 2} model has BIC 58405.9.
GARCH{3, 3} model has BIC 58425.6.
Test Summary: | Pass Total
TGARCH | 20 20
Test Summary: | Pass Total
ARCH | 2 2
EGARCH{1, 1, 1} model has BIC 38596.8.
EGARCH{1, 1, 2} model has BIC 38605.4.
EGARCH{2, 1, 1} model has BIC 38606.
EGARCH{2, 1, 2} model has BIC 38614.5.
EGARCH{1, 2, 1} model has BIC 38618.4.
EGARCH{1, 2, 2} model has BIC 38762.1.
EGARCH{2, 2, 1} model has BIC 38623.8.
EGARCH{2, 2, 2} model has BIC 38774.1.
Test Summary: | Pass Total
EGARCH | 4 4
Test Summary: | Pass Total
StatisticalModel | 19 19
Test Summary: | Pass Total
MeanSpecs | 38 38
Test Summary: | Pass Total
VaR | 1 1
Test Summary: | Pass Total
Errors | 13 13
GARCH{1, 1} model has BIC 56303.5.
GARCH{3, 2} model has BIC 56330.5.
GARCH{2, 1} model has BIC 56312.5.
GARCH{1, 3} model has BIC 56322.
GARCH{3, 1} model has BIC 56322.7.
GARCH{2, 3} model has BIC 56329.9.
GARCH{1, 2} model has BIC 56313.
GARCH{2, 2} model has BIC 56321.2.
GARCH{3, 3} model has BIC 56337.5.
GARCH{1, 1} model has BIC 56312.6.
GARCH{3, 2} model has BIC 56339.6.
GARCH{2, 1} model has BIC 56321.6.
GARCH{1, 3} model has BIC 56334.1.
GARCH{3, 1} model has BIC 56332.3.
GARCH{2, 3} model has BIC 56339.
GARCH{1, 2} model has BIC 56322.
GARCH{3, 3} model has BIC 56346.7.
GARCH{2, 2} model has BIC 56330.4.
Test Summary: | Pass Total
Distributions | 30 30
Test Summary: | Pass Total
tests | 6 6
Test Summary: | Pass Total
multivariate | 46 46
Testing ARCHModels tests passed