Eviews Crashes on forecasting ARIMA-Garch-m

For notifying us of what you believe are bugs or errors in EViews.
Please ensure your copy of EViews is up-to-date before posting.

Moderators: EViews Gareth, EViews Moderator

joburg
Posts: 5
Joined: Tue Sep 03, 2013 1:28 am

Eviews Crashes on forecasting ARIMA-Garch-m

Postby joburg » Tue Sep 03, 2013 1:44 am

Hi

I'm encountering a problem whereby Eviews 6,7 and 8 crashes as soon as i try a dynamic out-of-sample forecast on a ARIMA-garch-m process. The problem is that now, when i start up Eviews after the crash, a simple in-sample forecast causes it to crash time and time again. Ive tried removing the MA process, but the problem persists.

Any idea on re-specifying the equation that this doesn't cause a crash in Eviews?
Ive uploaded the data set up working with:
Attachments
forecast.wf1
(164.06 KiB) Downloaded 567 times

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Eviews Crashes on forecasting ARIMA-Garch-m

Postby startz » Tue Sep 03, 2013 6:31 am

As you suspected, it's a bug.

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Eviews Crashes on forecasting ARIMA-Garch-m

Postby EViews Glenn » Tue Sep 03, 2013 5:30 pm

Yes indeed. Sorry. Looking into it...

[edit]

Thanks for the workfile. Fixed and checked into the source. Should appear in the next patch.


Return to “Bug Reports”

Who is online

Users browsing this forum: No registered users and 2 guests