Search found 191 matches

by maxchen
Thu Jul 09, 2015 6:50 am
Forum: Bug Reports
Topic: ARMA options in EV9
Replies: 1
Views: 1244

ARMA options in EV9

EV 9 32bit 20150701 !T = 60 '# of obs in estimation %otb1 = "1/20/2012" %otc = "2/22/2012" wfopen J2012-1m2.wf1 delete cocs smpl %otb1-!T+1 %otb1 equation eq if @vernum<9 then 'ver 8 or older freeze(tb8) eq.ls coc c ar(1) else 'ver 9 or later freeze(tb9c) eq.ls(arma=cls) coc c ar...
by maxchen
Thu Jul 09, 2015 2:33 am
Forum: Bug Reports
Topic: EViews 9 crash randomly
Replies: 1
Views: 1232

EViews 9 crash randomly

EViews 9 ver 20150701, 32bit on XP

maybe due to the cmd autoarma.
EV9-autoarma.7z
Data and Code
(408.02 KiB) Downloaded 96 times

it crash ramdomly, maybe at a few seconds, or after a few minutes.


some screenshots on different computers
Screenshot from 2015-07-09 172132.png
screenshot
Screenshot from 2015-07-09 172132.png (60.51 KiB) Viewed 1232 times

Screenshot from 2015-07-09 172042.png
screenshot
Screenshot from 2015-07-09 172042.png (44.09 KiB) Viewed 1232 times
by maxchen
Thu Jul 02, 2015 6:34 am
Forum: Programming
Topic: notepad++ syntax highlingting for EViews
Replies: 9
Views: 8505

Re: notepad++ syntax highlingting for EViews

For EViews 9

import the language definition file, and keep your npp version
EV9-npp.xml.7z
xml configuration file only
(2.6 KiB) Downloaded 339 times



if your old version works, you are safe to ignore this update (just import the language definition file, and delete your EViews 8 language definition in np++ ).
Npp65-EV9.7z
Notepat++ 6.5 for EViews 9: full working green package
(987.15 KiB) Downloaded 332 times
by maxchen
Tue Jun 30, 2015 5:27 am
Forum: Bug Reports
Topic: ETS, not smooth to the end time point
Replies: 4
Views: 1436

Re: ETS, not smooth to the end time point

I test in EV 9, the same (wrong) results
EV9-T.png
runing on EViews 9
EV9-T.png (79.12 KiB) Viewed 1388 times
by maxchen
Mon Jun 29, 2015 6:57 pm
Forum: Bug Reports
Topic: ETS, not smooth to the end time point
Replies: 4
Views: 1436

Re: ETS, not smooth to the end time point

Thanks for the effort.

to reproduce the scene, I capture the screen as a video on http://youtu.be/E9iPzv4BgyA
by maxchen
Mon Jun 29, 2015 5:31 pm
Forum: Suggestions and Requests
Topic: Convergence and Warning messages
Replies: 1
Views: 1675

Re: Convergence and Warning messages

yeah, please do it. When we automate the process of thousands of estimations.
by maxchen
Mon Jun 29, 2015 1:38 am
Forum: Bug Reports
Topic: ETS, not smooth to the end time point
Replies: 4
Views: 1436

ETS, not smooth to the end time point

EViews8Patch_042715 ets.7z run the prg file Test-ets.prg (modify %path in line 9 if needed), when the prg stops 1 osv(3) = "J2012", and the smooth series COCS, smooth to 1/20/2012 only, not to the end date 2/22/2012 (in osv(2) ) 2 if uncomment line 35 (!oi=140), when prg stops, osv(3) = &q...
by maxchen
Mon Jun 29, 2015 12:59 am
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 86780

Re: ARIMASel (Automatic ARIMA selection)

which is the built in routine?
by maxchen
Sun Jun 28, 2015 6:14 pm
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 86780

Re: ARIMASel (Automatic ARIMA selection)

I am using this plugin to select hundreds of series (I comment out the interactive diaglogs). And find that there is a handful of them, that the ARMA models do not achieve convergence.

It seems that, in the plugin, no checking whether the model achieves convergence.
by maxchen
Sat Jun 27, 2015 3:16 am
Forum: Estimation
Topic: negative variance, square root of negative number
Replies: 1
Views: 1465

Re: negative variance, square root of negative number

When I am running CCC-GARCH for hundreds of time in a prg
1 check if convergence achieved or not
2 compute forecast conditional beta (cov/var)
My suggestion
1 provide data member to read convergence state, num of iterations
2 if log/sqrt of negative number, return NA, or some other options
by maxchen
Sat Jun 27, 2015 3:01 am
Forum: Estimation
Topic: negative variance, square root of negative number
Replies: 1
Views: 1465

negative variance, square root of negative number

EViews8Patch_042715 setmaxerrs 1000 pageload dsdf.txt system bg bg.append df = c(1) bg.append ds = c(2) c = 0 bg.arch @ccc c arch(1) garch(1) c = c/2 bg.arch @ccc c arch(1) garch(1) freeze(mode=overwrite, ootb) bg.output %tbc = ootb(9,1) vector(3) vg if @left(%tbc,20)="Convergence achieved"...
by maxchen
Sat Jun 27, 2015 12:14 am
Forum: Estimation
Topic: Convergence achieved, not achieved, and Failure
Replies: 2
Views: 2512

Convergence achieved, not achieved, and Failure

EViews8Patch_042715 Is there a data member or some other ways to record the informatin of an estimation? I can only freeze the output and collect the information, for example, I estimate hundreds of CCC-GARCH bg.arch @ccc c arch(1) garch(1) freeze(mode=overwrite, ootb) bg.output %tbc = ootb(9,1) and...
by maxchen
Tue Jun 23, 2015 5:40 am
Forum: Bug Reports
Topic: pagecopy to existing workfile
Replies: 1
Views: 1066

pagecopy to existing workfile

EViews8Patch_042715 not able to pagecopy workfile page to an existing workfile wfcreate(wf=hg,page=info) u 8 pagecreate(wf=hg,page=p0) u 10 wfcreate(wf=ws,page=p9) u 9 pagecreate(wf=ws,page=p7) u 7 wfselect ws\p9 pagecopy(wf=hg,page=p9) there will be two workfile hg, the first one has two pages, inf...
by maxchen
Tue Jun 23, 2015 2:53 am
Forum: Bug Reports
Topic: local smpl
Replies: 1
Views: 824

local smpl

EViews8Patch_042715 It seems that "local smpl" will set "smpl @all" according to ative page when calling the subroutine, not the current active page wfcreate(wf=hg,page=info) u 8 pagecreate(page=spot) d5 "1968-01-02" "2015-05-31" '12369 obs table tb pagecreate...
by maxchen
Mon Jun 22, 2015 6:16 pm
Forum: Bug Reports
Topic: pageselect, page tag not the right one
Replies: 1
Views: 886

pageselect, page tag not the right one

EViews8Patch_042715


Code: Select all

pagecreate(wf=all,page=info) u 8

for !i = 2000 to 2100
   pagecreate(wf=all,page=p{!i}) u !i
next
'pageselect p2088



in cmd window, "pageselect p2088" the page content is correct, however, the page tag is p2062, not the p2088
Screenshot from 2015-06-23 090613.png
screenshot
Screenshot from 2015-06-23 090613.png (49.98 KiB) Viewed 886 times

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