Switching regression Problem

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nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 3:42 pm

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 1 - 12262

https://ibb.co/d5NdU6



LOOK, THE IN SAMPLE DATASET IS SAME.
THE OUTPUT IN SAMPLE IS TOTALLY DIFFERENT.
Last edited by nicotrader on Mon Jan 08, 2018 3:49 pm, edited 1 time in total.

nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 3:43 pm

I USE THE DIALOGUE WINDOW, I DO NOT INSERT THE CONTROLS MANUALLY.

nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 3:54 pm

sorry but the software have indisputably a bug.

startz
Non-normality and collinearity are NOT problems!
Posts: 3361
Joined: Wed Sep 17, 2008 2:25 pm

Re: Switching regression Problem

Postby startz » Mon Jan 08, 2018 4:09 pm

Gareth is trying to help track down the problem by examining the situation in a controlled way. If you are interested in solving the puzzle, cooperate by following Gareth's lead. There may or may not be a problem, but no progress is made by simply repeating your opinion that there is a bug.

EViews Gareth
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Re: Switching regression Problem

Postby EViews Gareth » Mon Jan 08, 2018 4:11 pm

This is the first time you've mentioned a sample of 6000. Please, we're trying to help you, but you really aren't being very clear. If you believe this is a bug, please give precise instructions on how to replicate it.

As an aside, here is a video of me trying to replicate it, and being unable to.
http://www.eviews.com/Forum_support/nic ... rader.html


Also, it is probably worth mentioning the version of EViews and build date you are using (Help->About EViews).
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nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 4:15 pm

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.

nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 4:16 pm

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.

nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 4:17 pm

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.

EViews Gareth
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Re: Switching regression Problem

Postby EViews Gareth » Mon Jan 08, 2018 4:19 pm

Give clear instructions indicating what you did.

Three pictures aren't enough.

Just use words to describe every thing you do between opening EViews and seeing the results you think are wrong.


Also, provide the version and build date of your copy of EViews.
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nicotrader
Posts: 63
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Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 4:34 pm

eviews 10 build june 26 2017 build

EViews Gareth
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Re: Switching regression Problem

Postby EViews Gareth » Mon Jan 08, 2018 4:36 pm

Well your first step should be to update to the latest version.
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nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 4:53 pm

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 observations from the excel file and loads the model every time on the dataset modified by excel. I work this way

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Re: Switching regression Problem

Postby EViews Gareth » Mon Jan 08, 2018 5:00 pm

Estimating on different data sets, will, of course, give different estimates and then produce different forecasts.

I'll also point out that re-estimating the same equation on the same data will also, probably, give different estimates and then produce different forecasts, since a) you're using random starting values, and b) your estimates didn't converge.
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Re: Switching regression Problem

Postby EViews Gareth » Mon Jan 08, 2018 5:03 pm

One of your initial posts says that you experience the error without re-estimating. Are you now saying that isn't the case?
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nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 5:04 pm

how is it possible?
if I always use the same in sample dataset ???


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