models_arma = list( # Simple AR list(y ~ 1 + ar(1), simulated = list( int_1 = 30, ar1_1 = 0.7, sigma_1 = 10 )), # Larger AR list(y ~ 1 + ar(2), ~ 0 + x + ar(1, 1 + x), ~ 0, simulated = list( cp_1 = 80, cp_2 = 140, int_1 = -20, sigma_1 = 5, ar1_1 = 0.7, ar2_1 = -0.4, x_2 = 0.5, ar1_2 = 0.5, ar1_x_2 = -0.02 )) ) apply_test_fit("ARMA (gauss) fit", models_arma)