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Why does the formula differ from common case?

Hello! It seemes to me AIC value in ETS Smoothing is too big and doesn't fit standart formula. May the formula fo AIC (SC, HQ) differ for this model? The most significant part of AIC value is LogL divided by number of observations, so, absolute value of AIC should be less than LogL, but it is not so...

Please, ask the question.

Then another question appears: In such case, when lack of observations lead to singularity, do you use simple OLS formula (X'X)^(-1)X'Y, or that big one, with Z?

Ok, then please tell me, for what was "View -> IV Diagnostis & Tests -> Instruments summary" made?

What does it mean:
Instruments used (2):
C Z1 Z2 Z3 Z4 Z5
Instruments dropped (4):

TSLS - two-stage least square, so there are two steps - 1st and 2nd. From your documentation: "TSLS finds the portions of the endogenous and exogenous variables that can be attributed to the instruments. This stage involves estimating an OLS regression of each variable in the model on the set o...

View -> IV Diagnostis & Tests -> Instruments summary It is strange that I know you product better than you :) Also, you can't calculate first step with all instruments, because there are just 5 obs in sample, and total number of instruments is C Z1 Z2 Z3 Y(-1) Y(-2) X(-1) X(-2) - eight. Some of ...

Hello. As I understood, in TSLS if there are insufficient observations to calculate 1st step because of too many instrumentals, EViews exclude some of them to calculate first step. But if there was some missing values in excluded instrumentals, they are copied in model. Why is it so? The Example: eq...

Thank you

So, previous coefficients was not correct?

Sorry that I'm so late. I've check newest update of E7, and found that estimates of coefficients differs from previous version. Why is it so? Did you change something in the optimization method?
You can check it if open file poole_sar.wf1, push stats, freese the table and reestimate the model.

Sorry, if I was too harsh. It's seems to me that you don't want to answer, just kick me away. :(

You even didn't check your statement! Compute forecast SE for model with fixed effects with and without coefficient uncertainty, and get different results. How can you tell me the answer, if you didn't know, how things going on in the program? Tell, what is wrong with my excell file? I'll change it,...

So, what is your answer?

No, it does. You can check the formula in Excel file, it is for coefficient uncertainty, because depend on x_t. And near there is SE series from EViews, the same as I've calculated.