#
# Written by:
# -- 
# John L. Weatherwax                2009-04-21
# 
# email: wax@alum.mit.edu
# 
# Please send comments and especially bug reports to the
# above email address.
# 
#-----

source('theta_to_lambda_ARMA_02.R')
source('uncond_sum_of_squares_ARMA_02.R')
source('numerically_evaluate_xt_ARMA_02.R')
source('newton_fit_ARMA_02.R')

z_t = scan("../../Data/series_c.dat",strip.white=T)
w_t = diff(z_t,differences=2)

theta10 = 0.1
theta20 = 0.1

res = theta_to_lambda_ARMA_02( theta10, theta20 ); lambda00 = res[1]; lambda10 = res[2]; rm(res) 

res0 = uncond_sum_of_squares_ARMA_02(lambda00,lambda10,w_t); a_t_0 = res0[[3]]

# Evaluate the derivative to compute x_t 
x_t = numerically_evaluate_xt_ARMA_02(theta10,theta20,a_t_0,w_t)

# Use newton iterations to get an estimate of theta:
print("Newton iterations for theta1 and theta2 look like...")
newton_fit_ARMA_02(w_t,theta10,theta20,T)