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I ran other simulations and when I use your default parameters (except 5 for gamma), there is no error message. But when I use different value for psi and beta, there is the error message. Here is what I used: %name = "sim" 'assign a name to your workfile !n = 1000 'number of observations ...

Ok, I will try to do more testing to figure out what the problem is. Anyway, I want to thank you again for all your help. You really helped me and I am very grateful.

I ran other tests and the problem seems to appear when I use a large number of observations. In my previous simulation I used 10000 observations (with 1000 repetitions) and it displayed the error message but when I use 100 observations (like you did), it doesn't. I ran other simulations and for more...

I am very grateful for the time you took to help me. I performed a simulation with the default parameters and it seems to be what I need. However, I encounter a problem when I try to perform a simulation with a value for gamma (intensity of revision) superior (or equal) to 1. Here is the error messa...

First of all, thank you very much for your answer. I have uploaded a .htm file with more details on the model.

Here is the link: http://eviewsmodel.site.voila.fr/model.htm

I hope that is enough information. If needed, I can give more details.

Hello, I need help to translate a model (which will be used to perform stochastic simulation) into eviews. I have never used eviews before so I encounter some problems to translate the mathematical system into the eviews’ language. I did some research in the user manual but I haven’t been able to fi...