EViews AR(1) ARCH Crash

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supplysideswiss
Posts: 3
Joined: Tue Nov 17, 2015 3:10 pm

EViews AR(1) ARCH Crash

Postby supplysideswiss » Tue Nov 17, 2015 3:22 pm

Hello:

I have created a minimum working example in EViews 9:

wf m 1990 2020
genr x = @nrnd
equation eq01.arch x c ar(1)

Upon execution, EViews whites out and shuts down. For actual data series, my ARCH estimation works with no AR terms. Also, the same output as above results in no error for a coworker using EViews 9. I am working on a 64-bit Windows 7 Professional. The EViews build is October 22, 2015, and this build is the only factor I expect that is different between my colleagues and my situation which could therefore explain this difference in results. Do you have any suggestions about how to address this break?

Thank you

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: EViews AR(1) ARCH Crash

Postby startz » Tue Nov 17, 2015 3:31 pm

First thing, try updating to the current build.

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

Re: EViews AR(1) ARCH Crash

Postby EViews Gareth » Tue Nov 17, 2015 3:36 pm

Please update your copy to the latest version.
Follow us on Twitter @IHSEViews

supplysideswiss
Posts: 3
Joined: Tue Nov 17, 2015 3:10 pm

Re: EViews AR(1) ARCH Crash

Postby supplysideswiss » Wed Nov 18, 2015 8:36 am

Ok I will do that and let you know when my company processes this request, in the next few business days.

Thanks

supplysideswiss
Posts: 3
Joined: Tue Nov 17, 2015 3:10 pm

Re: EViews AR(1) ARCH Crash

Postby supplysideswiss » Fri Nov 20, 2015 9:16 am

Updating to the newest version worked, I don't have this problem anymore. Thanks!

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

Re: EViews AR(1) ARCH Crash

Postby EViews Gareth » Fri Nov 20, 2015 9:54 am

Great, sorry for the inconvenience.
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