Potential Bug in Stochastic Model Options

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LaPadre
Posts: 6
Joined: Sun Jul 17, 2016 11:32 pm

Potential Bug in Stochastic Model Options

Postby LaPadre » Sun Dec 04, 2016 10:30 pm

Hi,

I am building a model object with some behavioural equations and some identities.
When setting the stochastic standard deviation of the identities manually using the <[modelname].innov> command I find some odd behaviour.
After running my code, when I open the model object and open an identity (that is, look at the properties), the correct S.D. value appears, but if I close the identity and open it again, the S.D. value is replaced with an NA.
That is, the identity seems to be losing the manually set stochastic S.D. after looking at the properties.
I am using Eviews 9.5 Standard Edition Mar 17 2016 build.

Any advice would be greatly appreciated.

Cheers,
-Alex

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11844
Joined: Tue Sep 16, 2008 5:38 pm

Re: Potential Bug in Stochastic Model Options

Postby EViews Gareth » Mon Dec 05, 2016 9:24 am

Bit hard to follow this.

Could you be a bit more explicit?


Is the identity defined as such in the model specification, or are you specifying it as part of the .innov command?
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