EViews.com

Hallo,

about 9 month ago I wrote a programm for determining the AR(p)-process of time series (estimation of different AR(p)-specifications; then choosing the minimum lag length that is needed to remove all autocorrelation from the residuals). Now, I run the programm again - same programm, same data - and I get different results in some cases.

In the meantime our helpdesk updated the version of EViews. It seems that last year we had the initial version of EViews6 and now all updates until September 2009.

Is it possible that the fixation of some bugs (for example "Fix for a bug in certain views and procedures performed on differenced series." in January 2009) is responsible for the different results??

Thanks for some indications. Cheers

It's always possible that one of the fixes affected what you are doing, but from the sounds of it (simple AR estimation) I suspect that something else is going on.

If you want to send your program and data along with your serial number, someone can take a quick look.

Hi Glenn,

that would be really nice!!

I hope you will understand my programms - they were my first intent of working with EViews...

- I send you the Excelfile with the original data: IFS_Export_G7_3Zinsen.xls
- and the two programms to import the data and to create the real interest rates: 1_import.prg and 2_realzinsen.prg

- a workfile with the data (where I joined the data for west Germany with reunified Germany manually), i.e. the workfile how it is after running the two programms 1_import.prg and 2_realzinsen.prg : zinsen.wf1

- the main file of my programm of the further analysis: core.prg
- and the subroutines pertaining to it

- Additionally, I send you the final workfile in the old version: zinsen_old.wf1


The table that contains different results is process_sabw (others also, but this is the most important).

Thanks in advance!!

aah, I forgot the serial number. should I post it here???

Send both the wf and serial to support@eviews.com.

Glenn,

thanks a lot for solving the problem!!

@ all interested readers of this post: the different results were due to a problem with executing makeresid from an equation. The update from November 2, 2009 that you can find on http://www.eviews.com/download/download.html fixes the bug.

Cheers