Search found 63 matches

by nicotrader
Mon Jan 08, 2018 5:10 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

I try to explain myself better and more simply: 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 Then, DIFFERENT OUTPUT INSAMPLE
by nicotrader
Mon Jan 08, 2018 5:04 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

how is it possible?
if I always use the same in sample dataset ???
by nicotrader
Mon Jan 08, 2018 4:53 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

There is no fix in the update .... Gareth please try to do some tests this way: 1- take the dataset file I sent you. 2- try to perform tests estimating the same model but on different datasets. Ex. 1-11000 1-12000 1-12200 3- But every time you estimate a model with a different dataset removes the ob...
by nicotrader
Mon Jan 08, 2018 4:34 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

eviews 10 build june 26 2017 build
by nicotrader
Mon Jan 08, 2018 4:17 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

I do not understand what is not clear to you.
I posted each step and it is clear from the screenshots that the output is always different even if I use the same in sample dataset.
by nicotrader
Mon Jan 08, 2018 4:16 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

Sorry Gareth it does not matter which sample I use, which is 6000 or 10361, the result is that in sample output changes every time.
by nicotrader
Mon Jan 08, 2018 4:15 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

I apologize but I am not able to enter the commands manually.
As you can see in the photos I run the models through the dialogs in quick estimate.
I posted the results highlighting a clear software problem.
Again, in relation to the dataset the results in-sample change.
by nicotrader
Mon Jan 08, 2018 3:54 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

sorry but the software have indisputably a bug.
by nicotrader
Mon Jan 08, 2018 3:43 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

I USE THE DIALOGUE WINDOW, I DO NOT INSERT THE CONTROLS MANUALLY.
by nicotrader
Mon Jan 08, 2018 3:42 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

I do not understand the screen you posted... its very easy, look: This is model in sample 1-6000 https://ibb.co/b7Bu2R This is a forecast static output out of sample 1-12536 https://ibb.co/dxgoU6 https://ibb.co/buTwGm This is same model with in sample 1-6000 and static forecast output out of sample ...
by nicotrader
Mon Jan 08, 2018 3:06 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

Sure????

This is the forecast output with in sample 10361 and out of sample 12536.


https://ibb.co/nezghR

totally different to in sample 10361 out of sample 12200.....
by nicotrader
Mon Jan 08, 2018 12:27 am
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

data.xlsx
data
(232.2 KiB) Downloaded 303 times
by nicotrader
Sat Jan 06, 2018 10:45 am
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

sorry, rectification what?
by nicotrader
Sat Jan 06, 2018 8:23 am
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

I tried many times error is present, in addition you do not have the time series I use.
by nicotrader
Fri Jan 05, 2018 11:14 pm
Forum: Estimation
Topic: Switching regression Problem
Replies: 57
Views: 32448

Re: Switching regression Problem

I add an update.
The model output also changes when I use the same estimation model.
Incredible bug....



Model

https://ibb.co/bQuf6b

output

https://ibb.co/jV09zw

output

https://ibb.co/ds0WCG

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