Good day.
I was using _main_make_predictions_for_second_usmacro_data_bvarsv.py with default parametrs (iter1 = 3000, iter2 =500) and i see that trend_loss ~170 (f=0) and trend/observation look like this.
but if i increase iteration parametrs (iter1 = 20000, iter2 = 5000) than trend_loss ~5 and and trend/observation look like this
So it looks like default params don't reach local minimum for trend_loss, and, if it reach minimum - nearly all data variation goes to trend component, basicly making VARwT part pointless.
So, please advice about iteration parametrs selection.
Good day.
I was using _main_make_predictions_for_second_usmacro_data_bvarsv.py with default parametrs (iter1 = 3000, iter2 =500) and i see that trend_loss ~170 (f=0) and trend/observation look like this.
but if i increase iteration parametrs (iter1 = 20000, iter2 = 5000) than trend_loss ~5 and and trend/observation look like this
So it looks like default params don't reach local minimum for trend_loss, and, if it reach minimum - nearly all data variation goes to trend component, basicly making VARwT part pointless.
So, please advice about iteration parametrs selection.