## convergence criterion, EV8 vs EV9

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

### convergence criterion, EV8 vs EV9

It seems the behavior of convergence criterion in EV8 and EV9 are different.

Code: Select all

`%path = @linepath%wf = %path + "dsdf.txt"pageload %wfsystem bgbg.append df = c(1)bg.append ds = c(2)bg.arch(conv=0.01,showopts) @ccc c arch(1) garch(1)`

EV8 shows
Estimation settings: tol=0.01000, derivs=analytic
Initial Values: C(1)=9.35833, C(2)=9.22667, C(3)=171.133,
C(4)=0.54664, C(5)=0.36116, C(6)=115.245, C(7)=0.75962,
C(8)=0.32894, C(9)=0.99109
Convergence achieved after 33 iterations

EV9 gives

Estimation settings: tol=1.0e-06, derivs=analytic
Initial Values: C(1)=9.35833, C(2)=9.22667, C(3)=171.118,
C(4)=0.54662, C(5)=0.36120, C(6)=115.196, C(7)=0.75926,
C(8)=0.32925, C(9)=0.99109
Convergence achieved after 54 iterations

the "tol" is scaled.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12266
Joined: Tue Sep 16, 2008 5:38 pm

### Re: convergence criterion, EV8 vs EV9

Yep

EViews Glenn
EViews Developer
Posts: 2615
Joined: Wed Oct 15, 2008 9:17 am

### Re: convergence criterion, EV8 vs EV9

Tols are scaled for new estimation methods since the interpretation in the old engine and new engine differ. If you want the original behavior, you can select the legacy engine.