Convergence achieved, not achieved, and Failure

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maxchen
Posts: 191
Joined: Fri Oct 10, 2008 4:03 pm

Convergence achieved, not achieved, and Failure

Postby maxchen » Sat Jun 27, 2015 12:14 am

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

Code: Select all

bg.arch @ccc c arch(1) garch(1)
freeze(mode=overwrite, ootb) bg.output
%tbc = ootb(9,1)

and I record these information:
Convergence not achieved after 500 iterations
Failure to improve Likelihood after 74 iterations
Failure to improve Likelihood after 56 iterations
Convergence achieved after 221 iterations
Failure to improve Likelihood after 57 iterations
Convergence achieved after 52 iterations
Failure to improve Likelihood after 16 iterations
Convergence not achieved after 500 iterations
Convergence not achieved after 500 iterations

then I use string function to analysis them

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13312
Joined: Tue Sep 16, 2008 5:38 pm

Re: Convergence achieved, not achieved, and Failure

Postby EViews Gareth » Sat Jun 27, 2015 12:18 am

There is not.
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trubador
Did you use forum search?
Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: Convergence achieved, not achieved, and Failure

Postby trubador » Mon Jun 29, 2015 5:09 am

I am on the same page with maxchen and have recently made the very same suggestion/request:
viewtopic.php?f=8&t=12373


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