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by EViews Glenn
Wed Feb 07, 2024 12:54 pm
Forum: Estimation
Topic: IRFs with MS-VAR
Replies: 2
Views: 460

Re: IRFs with MS-VAR

Are your lag coefficients regime-specific? If they are not, then the impulse-responses are not regime-specific. If they are, then you will see a spool with the IRs for each regime.
by EViews Glenn
Wed Jan 24, 2024 2:22 pm
Forum: Estimation
Topic: Estimating state space model for GARCH(1,1)
Replies: 17
Views: 28436

Re: Estimating state space model for GARCH(1,1)

I am sorry, but no.
by EViews Glenn
Wed Oct 04, 2023 10:01 am
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 24309

Re: STAR output issues

Sorry, just saw this. Yes. Please provide, along with as much information as possible. Thanks.
by EViews Glenn
Wed Sep 20, 2023 7:27 pm
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 24309

Re: STAR output issues

It's up. Take a look.
by EViews Glenn
Tue Sep 12, 2023 6:01 am
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 24309

Re: STAR output issues

Very sorry about the delay. I wanted to make sure that we sorted everything out correctly. We've put a fix into the code and testing looks good. It will appear in the next patch (probably early next week). Thanks for your patience, and I greatly apologize for the inconvenience. Let me know if you ha...
by EViews Glenn
Thu Aug 31, 2023 2:17 pm
Forum: Estimation
Topic: State space model on Eviews
Replies: 3
Views: 25158

Re: State space model on Eviews

We normally don't debug state-space specifications unless there is a bug, because we don't want to be in the position of offering other than cursory econometric or economic advice. I was however, in the midst of a quick browse of the forum, saw this question, and thought I'd take a quick look. I thi...
by EViews Glenn
Wed Aug 30, 2023 1:37 pm
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 24309

Re: STAR output issues

On the original wonky test output... we've identified an issue with the scaling of some collinearity diagnostics. We are testing a fix and hope to have something soon.

Many apologies, and thanks for your patience.
by EViews Glenn
Wed Aug 16, 2023 3:52 pm
Forum: Bug Reports
Topic: Near singular matrix in computing the steady state probabilities.
Replies: 8
Views: 7611

Re: Near singular matrix in computing the steady state probabilities.

Hi. Found the issue. It's EVIews 12 only. A patch has been posted. You can initiate by selecting Help/EViews Update... from the main EViews menu.

Sorry for the inconvenience. Let us know if you have any additional issues.
by EViews Glenn
Tue Aug 15, 2023 9:29 am
Forum: Bug Reports
Topic: Near singular matrix in computing the steady state probabilities.
Replies: 8
Views: 7611

Re: Near singular matrix in computing the steady state probabilities.

Still looking into this. The problem is that while I do see the error in the Student Lite version, it does not appear in the standard EViews 12, nor in any of our standard tests. Will continue to explore. Thanks for you patience.
by EViews Glenn
Wed Aug 09, 2023 12:26 pm
Forum: Bug Reports
Topic: Near singular matrix in computing the steady state probabilities.
Replies: 8
Views: 7611

Re: Near singular matrix in computing the steady state probabilities.

Okay. Thanks. Let me see what I can figure out.
by EViews Glenn
Wed Aug 09, 2023 10:25 am
Forum: Bug Reports
Topic: Near singular matrix in computing the steady state probabilities.
Replies: 8
Views: 7611

Re: Near singular matrix in computing the steady state probabilities.

Thanks. That's useful, but I still can't replicate. Could you send me a screenshot of your output. And can you take a look at the Help/About EViews main menu item and give me information about your version and build-date. Thanks.
by EViews Glenn
Wed Aug 09, 2023 8:28 am
Forum: Bug Reports
Topic: Near singular matrix in computing the steady state probabilities.
Replies: 8
Views: 7611

Re: Near singular matrix in computing the steady state probabilities.

Hi. I've tested this on various versions of EViews (not Student Lite yet, but I will if we can't pin this down) and in all cases, it converges and produces standard errors. But before going further, I did want to ask you if you are using the seetings in that equation without change, and if so, what ...
by EViews Glenn
Mon Jul 24, 2023 8:50 am
Forum: Bug Reports
Topic: Near singular matrix in unit root test
Replies: 1
Views: 4651

Re: Near singular matrix in unit root test

After a(n admittedly) cursory check, I don't think this is a bug. At first, I thought we might not be checking the required number of observations appropriately accounting for the lags. But I found that our check is appropriate. In this case, while there are enough observations to estimate the unit ...
by EViews Glenn
Mon Jul 10, 2023 6:09 pm
Forum: Estimation
Topic: State space model on Eviews
Replies: 3
Views: 25158

Re: State space model on Eviews

Just looking at the spec in your post I note that a problem arises since you can't have lagged state variables in the signal equation. To include the desired lags, you will have to create new states which correspond to the lags of the states you have already specified. That said I think you can resp...
by EViews Glenn
Wed Jul 05, 2023 9:08 pm
Forum: Estimation
Topic: Errors specification in a state-space model.
Replies: 1
Views: 3044

Re: Errors specification in a state-space model.

That error restriction isn't possible.

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