Merge branch 'bugfix/fix-argname'

src/auto_arima.gfn

@@ -135,8 +135,15 @@ Changelog:
 - v0.6, August 2020:
    + Fix bug in print_table_and_row_labels(): wrong models where highlighted
      as best ones.
-   + Fix bug in get_auto_arima_parameters(): wrong n-th best model was retrieved.
+   + Fix bug in get_auto_arima_parameters(): wrong n-th best model was
+     retrieved.
+   + Fix minor bug in final_model_options_string(): verbosity option did not
+     work right.
+   + Catch error when trying to retrieve information criteria in case model did
+     not converge and verbose == 0.
+   + Add name of endogenous and xlist members when calling gui function.
    + Fix typos in help file.
+   + Print name of endogenous and number of exogenous in summary printout
    + Unit-tests added and improved.
 
 - v0.52, August 2020:
@@ -281,12 +288,11 @@ return cmd
   <param name="with_intercept" type="bool" default="1" const="true">
 <description>With intercept</description>
   </param>
-  <param name="verbose" type="bool" default="1" const="true">
+  <param name="verbose" type="bool" default="0" const="true">
 <description>Print details</description>
   </param>
  </params>
 <code>/* Wrapper for GUI access. */
-bundle model = null
 bundle self = null
 scalar self.verbose = verbose
 scalar self.with_intercept = with_intercept
@@ -314,6 +320,8 @@ bundle model = auto_arima(y, xlist, self)
 if model.error == TRUE
   printError(&quot;something went wrong.&quot;)
 else
+  string model.name_yseries = argname(y) # overwrite &quot;y&quot;
+  string model.name_xlist = (nelem(xlist)) ? argname(xlist) : &quot;&quot;
   print_auto_arima_results(model)
 endif
 return model
@@ -586,6 +594,8 @@ print &quot;is, minimized) values of the respective information criteria, AIC =
 print &quot;criterion, AICC = corrected AIC, BIC = Schwarz Bayesian criterion and&quot;
 print &quot;HQC = Hannan-Quinn criterion across all ARIMA model specification.&quot;
 printf &quot;\nCommon sample used for all models: %s to %s&quot;, self.sample_start, self.sample_end
+printf &quot;\nName of endogenous: '%s'\n&quot;, self.name_yseries
+printf &quot;Number of exogenous:  %d\n&quot;, nelem(self.xlist)
 </code>
 </gretl-function>
 <gretl-function name="print_table_border" type="void" private="1">
@@ -671,9 +681,14 @@ endloop
  <params count="1">
   <param name="self" type="bundle" const="true"/>
  </params>
-<code>/* code description
-return: type, description */
-return (self.verbose == 0) ? self.arima_model_options_string : (self.verbose == 1 ? &quot;--quiet&quot; : &quot;--verbose&quot;)
+<code>/* Compile string with options for arima command. */
+string s = self.arima_model_options_string
+if self.verbose == 0
+  s += &quot; --quiet&quot;
+elif self.verbose == 2
+  s += &quot; --verbose&quot;
+endif
+return s
 </code>
 </gretl-function>
 <gretl-function name="arima_estimation_get_info_crits" type="matrix" private="1">
@@ -700,7 +715,10 @@ else
   loop foreach i criteria_names
     if criteria_names[i] != &quot;aicc&quot;
       string crit = sprintf(&quot;$%s&quot;, criteria_names[i])
-      criteria_values[i] = @crit
+      catch criteria_values[i] = @crit
+      if $error
+        criteria_values[i] = NA
+      endif
     else
       criteria_values[i] = aicc($model)
     endif
@@ -714,10 +732,14 @@ return criteria_values
   <param name="model" type="bundle" const="true"/>
  </params>
 <code>/* Compute the corrected AIC criteria. */
-scalar aic = model.aic
-scalar n = model.T
-scalar k = model.ncoeff
-return aic + (2 * k * (k+1)) / (n-k-1)
+scalar aicc = NA
+if inbundle(model, &quot;aic&quot;) == TRUE
+  scalar aic = model.aic
+  scalar n = model.T
+  scalar k = model.ncoeff
+  aicc = aic + (2 * k * (k+1)) / (n-k-1)
+endif
+return aicc
 </code>
 </gretl-function>
 <gretl-function name="set_sarima_parameters_to_nan" type="void" private="1">
@@ -874,7 +896,7 @@ if EXAMPLE == 1
     list L = foo                # add an exogenous
 
     # Set &quot;max_p&quot; manually to 2
-    bundle Bout = auto_arima(lg, L, defbundle(&quot;verbose&quot;, 1, &quot;max_p&quot;, 2))
+    bundle Bout = auto_arima(lg, L, defbundle(&quot;verbose&quot;, 0, &quot;max_p&quot;, 2))
 
 elif EXAMPLE == 2
     series y = ldiff(gdp)

src/auto_arima.inp

@@ -309,13 +309,17 @@ function void print_summary_intro (const bundle self)
     print "criterion, AICC = corrected AIC, BIC = Schwarz Bayesian criterion and"
     print "HQC = Hannan-Quinn criterion across all ARIMA model specification."
     printf "\nCommon sample used for all models: %s to %s", self.sample_start, self.sample_end
+
+    printf "\nName of endogenous: '%s'\n", self.name_yseries
+    printf "Number of exogenous:  %d\n", nelem(self.xlist)
 end function
 
 
 function void print_table_border (void)
     printf "\n**********************************************************************************\n"
 end function
 
+
 function void print_table_header (void)
     strings criteria_names = get_info_criteria_names()
 
@@ -330,6 +334,7 @@ function void print_table_header (void)
     printf "\n----------------------------------------------------------------------------------\n"
 end function
 
+
 function void print_auto_arima_results (const bundle self)
     /* Summarize parameter results for each information criteria. */
 
@@ -436,10 +441,17 @@ end function
 
 
 function string final_model_options_string (const bundle self)
-/* code description
-    return: type, description */
+    /* Compile string with options for arima command. */
 
-    return (self.verbose == 0) ? self.arima_model_options_string : (self.verbose == 1 ? "--quiet" : "--verbose")
+    string s = self.arima_model_options_string
+
+    if self.verbose == 0
+         s += " --quiet"
+    elif self.verbose == 2
+        s += " --verbose"
+    endif
+
+    return s
 end function
 
 
@@ -468,7 +480,10 @@ function matrix arima_estimation_get_info_crits (const series y,
         loop foreach i criteria_names
             if criteria_names[i] != "aicc"
                 string crit = sprintf("$%s", criteria_names[i])
-                criteria_values[i] = @crit
+                catch criteria_values[i] = @crit
+                if $error
+                    criteria_values[i] = NA
+                endif
             else
                 criteria_values[i] = aicc($model)
             endif
@@ -482,11 +497,17 @@ end function
 function scalar aicc (const bundle model)
     /* Compute the corrected AIC criteria. */
 
-    scalar aic = model.aic
-    scalar n = model.T
-    scalar k = model.ncoeff
+    scalar aicc = NA
+
+    if inbundle(model, "aic") == TRUE
+        scalar aic = model.aic
+        scalar n = model.T
+        scalar k = model.ncoeff
+
+        aicc = aic + (2 * k * (k+1)) / (n-k-1)
+    endif
 
-    return aic + (2 * k * (k+1)) / (n-k-1)
+    return aicc
 end function
 
 
@@ -634,10 +655,9 @@ function bundle auto_arima_gui (const series y "Endogenous",
                                 const int min_Q[0::0] "min. seas. MA order parameter, Q",
                                 const int max_Q[0::0] "max. seas. MA order parameter, Q",
                                 const bool with_intercept[1] "With intercept",
-                                const bool verbose[1] "Print details")
+                                const bool verbose[0] "Print details")
     /* Wrapper for GUI access. */
 
-    bundle model = null
     bundle self = null
     scalar self.verbose = verbose
     scalar self.with_intercept = with_intercept
@@ -668,6 +688,8 @@ function bundle auto_arima_gui (const series y "Endogenous",
     if model.error == TRUE
         printError("something went wrong.")
     else
+        string model.name_yseries = argname(y) # overwrite "y"
+        string model.name_xlist = (nelem(xlist)) ? argname(xlist) : ""
         print_auto_arima_results(model)
     endif
 

src/auto_arima_help.txt

@@ -124,8 +124,15 @@ Changelog:
 - v0.6, August 2020:
    + Fix bug in print_table_and_row_labels(): wrong models where highlighted
      as best ones.
-   + Fix bug in get_auto_arima_parameters(): wrong n-th best model was retrieved.
+   + Fix bug in get_auto_arima_parameters(): wrong n-th best model was
+     retrieved.
+   + Fix minor bug in final_model_options_string(): verbosity option did not
+     work right.
+   + Catch error when trying to retrieve information criteria in case model did
+     not converge and verbose == 0.
+   + Add name of endogenous and xlist members when calling gui function.
    + Fix typos in help file.
+   + Print name of endogenous and number of exogenous in summary printout
    + Unit-tests added and improved.
 
 - v0.52, August 2020:

src/auto_arima_sample.inp

@@ -21,7 +21,7 @@ if EXAMPLE == 1
     list L = foo                # add an exogenous
 
     # Set "max_p" manually to 2
-    bundle Bout = auto_arima(lg, L, defbundle("verbose", 1, "max_p", 2))
+    bundle Bout = auto_arima(lg, L, defbundle("verbose", 0, "max_p", 2))
 
 elif EXAMPLE == 2
     series y = ldiff(gdp)

tests/run_tests.inp

@@ -395,19 +395,19 @@ function void test_final_model_options_string (void)
     scalar B.verbose = 0
     string B.arima_model_options_string = "some_string"
     string r = final_model_options_string(B)
-    assert_equal_str(strstrip(r), "some_string")
+    assert_equal_str(strstrip(r), "some_string --quiet")
 
     bundle B = null
     scalar B.verbose = 1
     string B.arima_model_options_string = "some_string"
     string r = final_model_options_string(B)
-    assert_equal_str(strstrip(r), "--quiet")
+    assert_equal_str(strstrip(r), "some_string")
 
     bundle B = null
     scalar B.verbose = 2
     string B.arima_model_options_string = "some_string"
     string r = final_model_options_string(B)
-    assert_equal_str(strstrip(r), "--verbose")
+    assert_equal_str(strstrip(r), "some_string --verbose")
 end function
 test_final_model_options_string()
 
@@ -809,6 +809,8 @@ function void test_print_summary_intro (void)
     print "Start testing print_summary_intro()"
 
     bundle B = null
+    string B.name_yseries = "endog"
+    list B.xlist = null
     string B.sample_start = "2020-01-01"
     string B.sample_end = "2020-07-31"