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pauses in ml/ss estimation

Posted: Tue Jul 10, 2018 6:56 am
by david griffiths
In ml estimation of a big state space model I'm noticing that the iterations stop and then there is along pause until the results are shown. The model solves and converges but there is a long wait for output. I've set modelname.ml(showopts,m=500, c=1e-1,b) c was previously set to c=1e-5 with no appreciable change in delay

Possible confounding factor:
Recently upgraded to windows 10...are there any known issues?

Re: pauses in ml/ss estimation

Posted: Tue Jul 10, 2018 7:29 am
by EViews Gareth
If it is a large model, it is possible that collating all the results after convergence takes a long time.