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by jpfeifer
Wed Jan 03, 2018 7:38 am
Forum: Estimation
Topic: MA Backcasting in Eviews vs. Box/Jenkins
Replies: 1
Views: 2781

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)} ....
by jpfeifer
Thu Apr 09, 2015 8:39 am
Forum: Bug Reports
Topic: Large numbers crash Seasonal Adjustment
Replies: 3
Views: 3278

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.
by jpfeifer
Wed Apr 08, 2015 12:01 pm
Forum: Bug Reports
Topic: Large numbers crash Seasonal Adjustment
Replies: 3
Views: 3278

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...

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