Search found 63 matches
- 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
- 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 ???
if I always use the same in sample dataset ???
- 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...
- 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
- 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.
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.
- 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.
- 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.
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.
- 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.
- 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.
- 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 ...
- 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.....
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.....
- Mon Jan 08, 2018 12:27 am
- Forum: Estimation
- Topic: Switching regression Problem
- Replies: 57
- Views: 32448
- Sat Jan 06, 2018 10:45 am
- Forum: Estimation
- Topic: Switching regression Problem
- Replies: 57
- Views: 32448
Re: Switching regression Problem
sorry, rectification what?
- 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.
- 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
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