Overflow error

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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zngtian
Posts: 6
Joined: Thu Dec 08, 2011 12:31 pm

Overflow error

Postby zngtian » Thu Dec 08, 2011 1:07 pm

I tried to run simultaneous equation system and forecast. In the forecast I encountered an overflow error message, saying that "Overflow in DO_ECIO.SOLVE(O=G)". ECIO is the name of the model. I tried to scale down some variables but it didn't work. Could someone please help me out or give a clue on how to resolve this. Thanks,

Zheng Tian

EViews Gareth
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Overflow error

Postby EViews Gareth » Thu Dec 08, 2011 1:21 pm

Do you have logs in the specification? It can be quite easy to get an overflow when dealing with logs.
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zngtian
Posts: 6
Joined: Thu Dec 08, 2011 12:31 pm

Re: Overflow error

Postby zngtian » Thu Dec 08, 2011 1:41 pm

Yes, I have some variables that need to be transformed to log. The solution message of the ECIO model is like that

"Solve begin 15:01:29
2015Q4 NA generated for XIO15 - Overflow"

But XIO15 is not logarithmic. The forecast before 2015Q4 is good but in 2015Q4 all variables seem to stop there and accumulate to very big numbers.

EViews Gareth
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Overflow error

Postby EViews Gareth » Thu Dec 08, 2011 1:49 pm

It sounds as though your system is explosive and is simply getting too big.
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zngtian
Posts: 6
Joined: Thu Dec 08, 2011 12:31 pm

Re: Overflow error

Postby zngtian » Thu Dec 08, 2011 2:15 pm

But it doesn't seem to be the out-of-memory problem. Is there any way to solve it?

EViews Gareth
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Re: Overflow error

Postby EViews Gareth » Thu Dec 08, 2011 2:19 pm

What do you mean by solve it? Your system is explosive. That's a valid result. It may not be the result you want, but there's no way to "solve" it without re-specifying your system.
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zngtian
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Joined: Thu Dec 08, 2011 12:31 pm

Re: Overflow error

Postby zngtian » Thu Dec 08, 2011 2:36 pm

OK. I'll work on change some equations in the system. Thanks for help

geoanstats
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Joined: Wed Oct 03, 2018 8:58 am

Re: Overflow error

Postby geoanstats » Tue Aug 13, 2019 2:26 pm

Gareth- what does it mean that a system is explosive? I don't understand the terminology.

Thanks

EViews Gareth
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Overflow error

Postby EViews Gareth » Tue Aug 13, 2019 3:30 pm

Generates number that are huge.

Imagine you have a model that says:
Y=10*y(-1)^3

With y_0=1000 and you forecast it for 100 periods - you’ll find you quickly get to a point where the numbers are infeasibly large.
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