N/A AIC when doing lasso varsel

[Kayla427]

Hi Everyone,

Rookie user here. My eviews version is 12 I tried to use the lasso method under varsel.

It is mysterious to me why sometimes the 'criteria graph' under 'model selection summary' doesn't show anything, and the AIC value under criteria table is NA while the model still ran.

Here is an illustration code:
series unrate_level = fred::unrate
series unrate_delta = fred::unrate-fred::unrate(-1)
aic1.varsel(method=lasso, cvmethod=rolling, test=2,cvseed=1) fred::unrate c @ fred::unrate(-3) fred::unrate(-5)
aic2.varsel(method=lasso, cvmethod=rolling, test=2,cvseed=1) unrate_delta c @ unrate_delta(-3) unrate_delta(-5)

Both aic1 and aic2 were estimated. However, aic1 shows the AIC chart properly whereas aic2 does not. Attached the screenshot.

Thank you for your help!

Best

[EViews Gareth]

Looks like a bug that was fixed in EViews 14. (I ran your code in EViews 12 and 13 and had NAs, but in EViews 14 it worked fine).