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Re: Eviews gives different number of iterations for same mod

Posted: Tue May 20, 2014 2:13 pm
by EViews Glenn
Can you update your copy of EViews 8 so we are looking at the same thing? You're over a year out-of-date.

Re: Eviews gives different number of iterations for same mod

Posted: Tue May 20, 2014 2:39 pm
by strypste
I am using the University server to access EViews and they do not allow me to update. I will contact the IT department to ask about that.. I'll keep you posted.

Re: Eviews gives different number of iterations for same mod

Posted: Tue May 20, 2014 3:42 pm
by EViews Glenn
I'm having trouble getting the programs to run as there is a lot of system specific stuff there that doesn't run on my computer. Can you try to strip it down so that it's not doing the file saves and the like?

Re: Eviews gives different number of iterations for same mod

Posted: Wed May 21, 2014 3:10 am
by strypste
I commented all these bits out.. If you put all the programs + workfile in one folder, then it should run..

Re: Eviews gives different number of iterations for same mod

Posted: Fri May 23, 2014 6:53 am
by EViews Glenn
Program 2 still gives some errors. As to program 1, it was running for a couple of hours before I stopped it. Should it take that long?

Re: Eviews gives different number of iterations for same mod

Posted: Fri May 23, 2014 7:05 am
by strypste
To reduce the run time, you could set line 95 (the sample loop) to, for example, "for !f = 30 to 50". Then it will only do the estimations for sample period 30 till 50.

With respect to program two, I downloaded it on my computer and it runs ok.. What error do you get? Did you set "Maximum numbers before halting" to a high number?

Re: Eviews gives different number of iterations for same mod

Posted: Thu May 29, 2014 2:19 am
by strypste
Just to let you know that my EViews is now updated to Standard edition - May 13 2014 build.

The problem, however, is not sorted.

For example, when I run the program for France and sample 45 and I run the program for France for samlpe 43 to 45 (in a loop), then I get different results (i.e. different number is my matrix "bestmodel_fr45 and different number of iterations in the objects "best3_fr45")..

Any news on your end?

Regards
S

Re: Eviews gives different number of iterations for same mod

Posted: Thu May 29, 2014 1:24 pm
by EViews Glenn

Code: Select all

0 is not a valid index for vector-series-coefficient ARLAGS in "BESTMODEL_{!F}(2,1) = ARLAGS(BESTMODEL_45(1,1))". 0 is not a valid index for vector-series-coefficient BEST_INITIAL_FR in "BESTMODEL_{!F}(3,1) = BEST_INITIAL_FR(BESTMODEL_45(1,1) ... FR_AR0__0 is not defined in "FREEZE(BEST3_FR45) FR_AR0__0". FR_AR0__0 is not defined in "DO_ FR_AR0__0.MAKERESIDS RESIDS_FR". FR_AR0__0 is not defined in "DO_ FR_AR0__0.MAKERESIDS(S) RESIDS_STAND_FR". RESIDS_STAND_FR is not defined in "FREEZE(TAB0) RESIDS_STAND_FR.STATS". RESIDS_STAND_FR is not defined in "FREEZE(TAB1) RESIDS_STAND_FR.TESTSTAT(MEAN=0, VARIANCE=1)". TAB0 is not defined in "RES_DIAG(1) = @VAL(TAB0(6,2))". TAB1 is not defined in "RES_DIAG(2) = @VAL(TAB1(11,4))". TAB0 is not defined in "RES_DIAG(3) = @VAL(TAB0(10,2))*@VAL(TAB0(10,2))". TAB1 is not defined in "RES_DIAG(4) = @VAL(TAB1(18,4))". TAB0 is not defined in "DELETE TAB0". TAB1 is not defined in "DELETE TAB1". FR_AR0__0 is not defined in "FREEZE(TAB1) FR_AR0__0.CORREL(10)". TAB1 is not defined in "RES_DIAG(5) = @VAL(TAB1(9,6))". TAB1 is not defined in "RES_DIAG(6) = @VAL(TAB1(9,7))". TAB1 is not defined in "RES_DIAG(7) = @VAL(TAB1(15,6))". TAB1 is not defined in "RES_DIAG(8) = @VAL(TAB1(15,7))". TAB1 is not defined in "DELETE TAB1". FR_AR0__0 is not defined in "FREEZE(TAB1) FR_AR0__0.CORRELSQ(10)". TAB1 is not defined in "RES_DIAG(9) = @VAL(TAB1(9,6))". TAB1 is not defined in "RES_DIAG(10) = @VAL(TAB1(9,7))". TAB1 is not defined in "RES_DIAG(11) = @VAL(TAB1(15,6))". TAB1 is not defined in "RES_DIAG(12) = @VAL(TAB1(15,7))". TAB1 is not defined in "DELETE TAB1". FR_AR0__0 is not defined in "FREEZE(TAB1) FR_AR0__0.ARCHTEST(3)". TAB1 is not defined in "RES_DIAG(13) = @VAL(TAB1(4,2))". TAB1 is not defined in "RES_DIAG(14) = @VAL(TAB1(4,5))". TAB1 is not defined in "DELETE TAB1". FR_AR0__0 is not defined in "FREEZE(TAB1) FR_AR0__0.ARCHTEST(9)". TAB1 is not defined in "RES_DIAG(15) = @VAL(TAB1(4,2))". TAB1 is not defined in "RES_DIAG(16) = @VAL(TAB1(4,5))". TAB1 is not defined in "DELETE TAB1". RESIDS_STAND_FR is not defined in "DELETE RESIDS_STAND_FR". FR_AR0__0 is not defined in "DO_ FR_AR0__0.FORECAST FCAST". FCAST is not defined in "M{!MODEL}_FCAST_ERR_{%COUNTRY}(45,1) = G_FR(@DTOO("2008M09")) - FCAST(@DTOO("2008M09"))". FCAST is not defined in "M{!MODEL}_FCAST_ERR_{%COUNTRY}(45,2) = G_FR(@DTOO("2008M09")+2) - FCAST(@DTOO("2008M09")+2)". FCAST is not defined in "M{!MODEL}_FCAST_ERR_{%COUNTRY}(45,3) = G_FR(@DTOO("2008M09")+5) - FCAST(@DTOO("2008M09")+5)". FCAST is not defined in "M{!MODEL}_FCAST_ERR_{%COUNTRY}(45,4) = G_FR(@DTOO("2008M09")+8) - FCAST(@DTOO("2008M09")+8)". FCAST is not defined in "M{!MODEL}_FCAST_ERR_{%COUNTRY}(45,5) = G_FR(@DTOO("2008M09")+11) - FCAST(@DTOO("2008M09")+11)". FCAST is not defined in "DELETE FCAST". FR_AR0__0 is not defined in "VECTOR ESTIMATES_{%COUNTRY}_M{!MODEL}_{!F} = FR_AR0__0.@COEFS". ESTIMATES_FR_M3_45 is not defined in "ESTI_PARA_{%COUNTRY}_M{!MODEL}_{!F}(1) = @COLUMNS(@TRANSPOSE(ESTIMATES_FR_M3_45))".

Re: Eviews gives different number of iterations for same mod

Posted: Thu May 29, 2014 2:02 pm
by strypste
??? I don't get these errors? What did you change in the program? Did you set !f equal to 0 or to _0?

Re: Eviews gives different number of iterations for same mod

Posted: Thu May 29, 2014 3:20 pm
by EViews Glenn
Just to update you. Restored programs to originals and ran. Identical results in bestmodel_45 columns 1 and 2 in the respective workfiles. More importantly, identical values for best3_fr45 in the two workfiles. Trying out a couple of hypotheses right now.

Re: Eviews gives different number of iterations for same mod

Posted: Wed Jun 04, 2014 2:02 pm
by EViews Glenn
I've been playing with this for a few days now and consistently getting the same results for BEST3_FR45 in the two programs.