Search found 63 matches

by nicotrader
Tue Jan 09, 2018 11:34 am
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

EViews Gareth wrote:
nicotrader wrote:If I estimate a model and save the equation at this point I can load new dates and use the equation with the guarantee that the coefficients are always the same? So always getting the same result in sample?


Correct.



how can I save the model and consequently the equation and the coefficients?
by nicotrader
Tue Jan 09, 2018 3:11 am
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

If not, how can I set the same starting values for an estimate?
from this window

https://ibb.co/eb8p46
by nicotrader
Tue Jan 09, 2018 2:59 am
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

If I estimate a model and save the equation at this point I can load new dates and use the equation with the guarantee that the coefficients are always the same? So always getting the same result in sample?
by nicotrader
Mon Jan 08, 2018 6:09 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

Excuse me, what do you mean by random starting values?
by nicotrader
Mon Jan 08, 2018 6:03 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

Because does the model, by construction, use random data regardless of the in sample dataset?
by nicotrader
Mon Jan 08, 2018 5:59 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

ok, so you're telling me that: even if I always use the same dataset in sample, is it normal for the model to return a different in sample result every time?
by nicotrader
Mon Jan 08, 2018 5:45 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

Sorry why?
by nicotrader
Mon Jan 08, 2018 5:43 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

I use a different model in eviews, ex garch but i have a problem only with switch regression.
In garch model and forecast the output is always same if i use the same in sample dataset.
by nicotrader
Mon Jan 08, 2018 5:40 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

Please look, the value are same always.

first estimation
dataset excel:

1 2 3 4 5 6 7 8 9

insample:

1 2 3 4 5

forecast:

1 2 3 4 5 6 7 8 9

second estimation same model
dataset excel:

1 2 3 4 5 6 7 8 9 10 11

insample:

1 2 3 4 5

forecast:

1 2 3 4 5 6 7 8 9 10 11
by nicotrader
Mon Jan 08, 2018 5:38 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

starts the value are every time the same.
I never change the value of the series in sample.
Only add a observation out of sample.
The value of in sample are same always
by nicotrader
Mon Jan 08, 2018 5:31 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

I make another clarification, if it is not possible to obtain a stable in-sample estimate, then the forecast function is totally useless.
you think?
by nicotrader
Mon Jan 08, 2018 5:27 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

I still do not understand why you talk about random starting values
by nicotrader
Mon Jan 08, 2018 5:21 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

The in sample dataset its always the same.
the only thing that changes is the total dataset, in particular out of sample dataset which present new observation every time.
by nicotrader
Mon Jan 08, 2018 5:19 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

a) you're using random starting values


Why gareth?


I use a precise in sample dataset, no random starting values
by nicotrader
Mon Jan 08, 2018 5:15 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 5254

Re: Switching regression Problem

In my work add a new observation in excel dataset day by day and every day refresh the excel dataset and estimate every time the model, but with same parameters and same in sample dataset.

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