EViews.com

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?

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

https://ibb.co/eb8p46

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?

Excuse me, what do you mean by random starting values?

Because does the model, by construction, use random data regardless of the in sample dataset?

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?

Sorry why?

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.

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

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

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?

I still do not understand why you talk about random starting values

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.

a) you're using random starting values


Why gareth?


I use a precise in sample dataset, no random starting values

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.