-
Notifications
You must be signed in to change notification settings - Fork 5
/
1.6.0-DEV-3bfcb743c2.log
332 lines (331 loc) · 13.2 KB
/
1.6.0-DEV-3bfcb743c2.log
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
Julia Version 1.6.0-DEV.1185
Commit 3bfcb743c2 (2020-10-11 23:29 UTC)
Platform Info:
OS: Linux (x86_64-pc-linux-gnu)
CPU: AMD EPYC 7502 32-Core Processor
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-10.0.1 (ORCJIT, znver2)
Environment:
JULIA_DEPOT_PATH = ::/usr/local/share/julia
JULIA_NUM_THREADS = 2
JULIA_MAX_NUM_PRECOMPILE_FILES = 9223372036854775807
Resolving package versions...
Installed Rmath_jll ──────────────────── v0.2.2+1
Installed PooledArrays ───────────────── v0.5.3
Installed PositiveFactorizations ─────── v0.2.3
Installed ShiftedArrays ──────────────── v1.0.0
Installed PDMats ─────────────────────── v0.10.1
Installed FiniteDiff ─────────────────── v2.7.0
Installed Tables ─────────────────────── v1.1.0
Installed ARCHModels ─────────────────── v1.2.2
Installed CompilerSupportLibraries_jll ─ v0.3.3+0
Installed Parameters ─────────────────── v0.12.1
Installed SortingAlgorithms ──────────── v0.3.1
Installed NaNMath ────────────────────── v0.3.4
Installed StatsModels ────────────────── v0.6.15
Installed Parsers ────────────────────── v1.0.11
Installed JSON ───────────────────────── v0.21.1
Installed DataStructures ─────────────── v0.18.7
Installed OrderedCollections ─────────── v1.3.1
Installed MacroTools ─────────────────── v0.5.5
Installed CommonSubexpressions ───────── v0.3.0
Installed GLM ────────────────────────── v1.3.10
Installed StatsFuns ──────────────────── v0.9.5
Installed DiffEqDiffTools ────────────── v1.7.0
Installed Calculus ───────────────────── v0.5.1
Installed DiffResults ────────────────── v1.0.2
Installed SpecialFunctions ───────────── v0.10.3
Installed DataFrames ─────────────────── v0.21.7
Installed UnPack ─────────────────────── v1.0.2
Installed InvertedIndices ────────────── v1.0.0
Installed Optim ──────────────────────── v0.22.0
Installed StructTypes ────────────────── v1.1.0
Installed LineSearches ───────────────── v7.1.0
Installed ForwardDiff ────────────────── v0.10.12
Installed StaticArrays ───────────────── v0.12.4
Installed DataValueInterfaces ────────── v1.0.0
Installed FillArrays ─────────────────── v0.8.14
Installed Missings ───────────────────── v0.4.4
Installed ArrayInterface ─────────────── v2.13.4
Installed CategoricalArrays ──────────── v0.8.3
Installed StatsBase ──────────────────── v0.33.2
Installed QuadGK ─────────────────────── v2.4.1
Installed NLSolversBase ──────────────── v7.5.0
Installed Combinatorics ──────────────── v1.0.2
Installed DataAPI ────────────────────── v1.3.0
Installed Compat ─────────────────────── v3.20.0
Installed TableTraits ────────────────── v1.0.0
Installed Rmath ──────────────────────── v0.6.1
Installed DiffRules ──────────────────── v1.0.1
Installed Requires ───────────────────── v1.1.0
Installed IteratorInterfaceExtensions ── v1.0.0
Installed OpenSpecFun_jll ────────────── v0.5.3+3
Installed StableRNGs ─────────────────── v0.1.2
Installed Reexport ───────────────────── v0.2.0
Installed HypothesisTests ────────────── v0.10.1
Installed Roots ──────────────────────── v1.0.5
Installed Distributions ──────────────── v0.23.8
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 v2.13.4
[49dc2e85] + Calculus v0.5.1
[324d7699] + CategoricalArrays v0.8.3
[861a8166] + Combinatorics v1.0.2
[bbf7d656] + CommonSubexpressions v0.3.0
[34da2185] + Compat v3.20.0
[e66e0078] + CompilerSupportLibraries_jll v0.3.3+0
[9a962f9c] + DataAPI v1.3.0
[a93c6f00] + DataFrames v0.21.7
[864edb3b] + DataStructures v0.18.7
[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 v0.10.1
[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 v1.0.11
[2dfb63ee] + PooledArrays v0.5.3
[85a6dd25] + PositiveFactorizations v0.2.3
[1fd47b50] + QuadGK v2.4.1
[189a3867] + Reexport v0.2.0
[ae029012] + Requires v1.1.0
[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 v0.33.2
[4c63d2b9] + StatsFuns v0.9.5
[3eaba693] + StatsModels v0.6.15
[856f2bd8] + StructTypes v1.1.0
[3783bdb8] + TableTraits v1.0.0
[bd369af6] + Tables v1.1.0
[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_xt8E3X/Project.toml`
[6d3278bc] ARCHModels v1.2.2
[a93c6f00] DataFrames v0.21.7
[864edb3b] DataStructures v0.18.7
[31c24e10] Distributions v0.23.8
[6a86dc24] FiniteDiff v2.7.0
[f6369f11] ForwardDiff v0.10.12
[38e38edf] GLM v1.3.10
[09f84164] HypothesisTests v0.10.1
[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 v0.33.2
[4c63d2b9] StatsFuns v0.9.5
[3eaba693] StatsModels v0.6.15
[8bb1440f] DelimitedFiles
[37e2e46d] LinearAlgebra
[9a3f8284] Random
[10745b16] Statistics
[8dfed614] Test
Status `/tmp/jl_xt8E3X/Manifest.toml`
[6d3278bc] ARCHModels v1.2.2
[4fba245c] ArrayInterface v2.13.4
[49dc2e85] Calculus v0.5.1
[324d7699] CategoricalArrays v0.8.3
[861a8166] Combinatorics v1.0.2
[bbf7d656] CommonSubexpressions v0.3.0
[34da2185] Compat v3.20.0
[e66e0078] CompilerSupportLibraries_jll v0.3.3+0
[9a962f9c] DataAPI v1.3.0
[a93c6f00] DataFrames v0.21.7
[864edb3b] DataStructures v0.18.7
[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 v0.10.1
[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 v1.0.11
[2dfb63ee] PooledArrays v0.5.3
[85a6dd25] PositiveFactorizations v0.2.3
[1fd47b50] QuadGK v2.4.1
[189a3867] Reexport v0.2.0
[ae029012] Requires v1.1.0
[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 v0.33.2
[4c63d2b9] StatsFuns v0.9.5
[3eaba693] StatsModels v0.6.15
[856f2bd8] StructTypes v1.1.0
[3783bdb8] TableTraits v1.0.0
[bd369af6] Tables v1.1.0
[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, 2} model has BIC 55774.4.
TGARCH{2, 1, 1} model has BIC 55765.8.
TGARCH{1, 2, 2} model has BIC 55778.4.
TGARCH{2, 2, 2} model has BIC 55781.4.
TGARCH{1, 2, 1} model has BIC 55766.1.
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 58424.1.
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{2, 3} model has BIC 56339.
GARCH{3, 1} model has BIC 56332.3.
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
┌ Warning: Failed to achieve finite new evaluation point, using alpha=0
└ @ LineSearches ~/.julia/packages/LineSearches/pJuyA/src/hagerzhang.jl:148
Test Summary: | Pass Total
multivariate | 46 46
Testing ARCHModels tests passed