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SimpleMultiVariateTimeSeries initialization error

Home 21090308 Forums Numerical Method Bug Reports SimpleMultiVariateTimeSeries initialization error

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  • #1929
    muyinliu
    Member

    Hello,

    3 months ago I have tested SuanShu java package and made simple test with cointegration. Now I have returned and wanted to continue, but same code ends with error during SimpleMultiVariateTimeSeries inicialization based on double[][] array. I have also tested samples you have provided, but result is same. Please what is cause for this problem?

    Thank you.

    Sample code:
    [font=courier:19jczbc4]        double[][] finland = new double[][]{
    {2.848664, 3.836539, 0.1731126, 0.01481509},
    {2.82801, 3.902982, 0.1012019, 0},
    {2.908186, 3.89688, 0.1320803, 0},
    {2.934326, 3.847045, 0.06999237, 0},
    {2.986127, 3.916454, 0.06531947, 0},
    {3.006543, 3.986216, 0.06531947, 0.0145988},
    {3.016235, 3.984211, 0.06531947, 0.01438874},
    {2.95403, 3.956458, 0.06531947, 0.01418463},
    {3.00275, 3.990079, 0.1612681, 0},
    {3.041873, 4.048979, 0.243495, 0.01398624},
    {3.033884, 4.053306, 0.1633086, 0}
    };

    CointegrationMLE instance = new CointegrationMLE(new SimpleMultiVariateTimeSeries(finland), true, 2);[/font:19jczbc4]

    ERROR message:
    [font=courier:19jczbc4]Caused by: java.lang.ArrayIndexOutOfBoundsException: 1
    at com.numericalmethod.suanshu.z.D(wt:336)
    at com.numericalmethod.suanshu.n.D(yw:204)
    at com.numericalmethod.suanshu.license.License.setLicenseFile(wt:146)
    at com.numericalmethod.suanshu.license.License.J(wt:366)
    at com.numericalmethod.suanshu.license.License.isValidated(wt:360)
    at com.numericalmethod.suanshu.license.Package.isValidated(fy:179)
    at com.numericalmethod.suanshu.stats.cointegration.CointegrationMLE.(dp:221)[/font:19jczbc4]

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