SVAR crashes in 32 bits version

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Gerard
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Joined: Tue May 05, 2015 5:48 am

SVAR crashes in 32 bits version

Postby Gerard » Wed May 20, 2015 11:53 pm

Issue with EViews 9: On a 32 bits machine an SVAR with user defined A and B matrixes crashes. Using a Cholesky decomposition there is no problem.

On my 64 bits machine using the same model EViews 9 does not crash, but reports a problem with the Hessian matrix as it should.

EViews Gareth
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Re: SVAR crashes in 32 bits version

Postby EViews Gareth » Thu May 21, 2015 8:03 am

Could you provide the workfile (and VAR specification)?
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Gerard
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Re: SVAR crashes in 32 bits version

Postby Gerard » Thu May 21, 2015 9:44 am

The workfile is in your pm

EViews Gareth
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Re: SVAR crashes in 32 bits version

Postby EViews Gareth » Thu May 21, 2015 1:44 pm

Will be fixed next patch.
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Helia
Posts: 6
Joined: Sun Aug 09, 2015 2:26 pm

Re: SVAR crashes in 32 bits version

Postby Helia » Sun Aug 09, 2015 2:49 pm

Hello!

I'm having exactly the same problem.When i try to introduce short run matrices (pata, patb),or my long run matrix (patc), my eviews 8 (student version) just crashes.
However, i can open and read eviwes workfiles with svar restrictions.
Please, find attached my file.

Thanks in advance,

Helia
Attachments
svarproblem.WF1
help
(150.76 KiB) Downloaded 165 times

EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: SVAR crashes in 32 bits version

Postby EViews Glenn » Mon Aug 10, 2015 9:37 am

What is the date on your EViews 8? (Help/About EViews)

Helia
Posts: 6
Joined: Sun Aug 09, 2015 2:26 pm

Re: SVAR crashes in 32 bits version

Postby Helia » Mon Aug 10, 2015 11:51 am

EViews Glenn wrote:What is the date on your EViews 8? (Help/About EViews)

I don't know if this is the right answer:
Student Version : June 24 2014
Serial Number: E8008719
Expires on : 2016-12-19

EViews Jason
EViews Developer
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Re: SVAR crashes in 32 bits version

Postby EViews Jason » Tue Aug 11, 2015 11:41 am

Helia,

We cannot replicate the crash. We do get errors about the 'structural VAR matrix B is singular at starting values...' but EViews does not crash with the workfile you provided.

Please list the steps used to get the crash.

Helia
Posts: 6
Joined: Sun Aug 09, 2015 2:26 pm

Re: SVAR crashes in 32 bits version

Postby Helia » Tue Aug 11, 2015 12:40 pm

Yes, you are right! I forgot to mention one step. It is actually when i introduce the SR restriction i want to estimate (not Chololeski one as i sent in text ) that it crashes,and i cannot save it. To be more specific, in SVAR options, Identifying restrictions replace the last line "@e6 = C(16)*@e1 + C(17)*@e2 + C(18)*@e3 + C(19)*@e4 + C(20)*@e5 + C(21)*@u6" by "@e6 = C(21)*@u6". Once you press ok, it just stops running.That's why i tried with matrices instead. But it didn't work out neither.

And by the way, how can i reset the starting values in "Optimation control" in order to correct the problem with the Hessian of structural VAR? Could you help me?
From the last file i sent, i change the matrix B (patb), instead of a identity diagonal (nr 1 in diagional) i replace by "NA".

EViews Jason
EViews Developer
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Re: SVAR crashes in 32 bits version

Postby EViews Jason » Thu Aug 13, 2015 10:07 am

The crash will be fixed in the next patch.

Not sure on what you are asking in the second part. Can you elaborate?

Helia
Posts: 6
Joined: Sun Aug 09, 2015 2:26 pm

Re: SVAR crashes in 32 bits version

Postby Helia » Sat Aug 15, 2015 2:28 pm

Thanks Jason,

I solve it, it was my mistake.

Just wondering, the SVAR add-in that help to estimate both short and long run restrictions, is it possible to have the variance decomposition?
And the output graphs, the dashed lines indicate a 95% confidence interval, or the one standard error bounds?

EViews Glenn
EViews Developer
Posts: 2658
Joined: Wed Oct 15, 2008 9:17 am

Re: SVAR crashes in 32 bits version

Postby EViews Glenn » Mon Aug 17, 2015 1:25 pm

You'll have to ask the author of that add-in.


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