EViews.com

I am executing a long running recursive forecasting routine which uses the model object. An annoying error message pops up randomly stating "Encountered an improper argument". This type of error is not gracefully handled by the Eviews build in error handler (by increasing the value of 'maximum number of errors before halting'). Moreover, it is not possible to save the workfile after the message appears ("out of memory in model.solve(d=d)").

Looks like you're simply running out of memory. Are you using the 32bit or 64bit version of EViews?

32bit. It appears I managed to solve the problem by deleting the model object at each iteration and by increasing Eviews memory limit in options

I'd download the 64bit version just to be safe (assuming you are using a 64bit machine).