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.
SVAR crashes in 32 bits version
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: SVAR crashes in 32 bits version
Could you provide the workfile (and VAR specification)?
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Re: SVAR crashes in 32 bits version
The workfile is in your pm
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: SVAR crashes in 32 bits version
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
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
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- svarproblem.WF1
- help
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- EViews Developer
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Re: SVAR crashes in 32 bits version
What is the date on your EViews 8? (Help/About EViews)
Re: SVAR crashes in 32 bits version
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
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- EViews Developer
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Re: SVAR crashes in 32 bits version
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.
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.
Re: SVAR crashes in 32 bits version
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".
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".
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- EViews Developer
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Re: SVAR crashes in 32 bits version
The crash will be fixed in the next patch.
Not sure on what you are asking in the second part. Can you elaborate?
Not sure on what you are asking in the second part. Can you elaborate?
Re: SVAR crashes in 32 bits version
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?
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?
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- EViews Developer
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- Joined: Wed Oct 15, 2008 9:17 am
Re: SVAR crashes in 32 bits version
You'll have to ask the author of that add-in.
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