Search found 3 matches
- Wed Jan 03, 2018 7:38 am
- Forum: Estimation
- Topic: MA Backcasting in Eviews vs. Box/Jenkins
- Replies: 1
- Views: 2837
MA Backcasting in Eviews vs. Box/Jenkins
According to the Eviews help, MA terms are backcasted by running the forward model backwards in time: \tilde \epsilon_t=u_t-\theta_1*\tilde \epsilon_{t+1}-...-\theta_q*\tilde \epsilon_{t+q} with \tilde \epsilon_{T+i}= for i>0. This allows computing {\tilde \epsilon_{0},...,\tilde \epsilon_{-(q-1)} ....
- Thu Apr 09, 2015 8:39 am
- Forum: Bug Reports
- Topic: Large numbers crash Seasonal Adjustment
- Replies: 3
- Views: 3296
Re: Large numbers crash Seasonal Adjustment
I understand that you cannot fix the underlying problem, but crashing the program means that there is poor exception handling in Eviews. It should be possible to check whether Tramo/Seats outputs any files. If not, abort with an error message.
- Wed Apr 08, 2015 12:01 pm
- Forum: Bug Reports
- Topic: Large numbers crash Seasonal Adjustment
- Replies: 3
- Views: 3296
Large numbers crash Seasonal Adjustment
Using Tramo-Seats on the attached debt data for Belgium crashes Eviews 8.1 when using Tramo-Seats. The reason seems to be that Tramo cannot handle large numbers. Dividing everything by 1E8 alleviates the problem. It would be great if Eviews could provide the associated error messages instead of simp...