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SVAR crashes in 32 bits version
Posted: Wed May 20, 2015 11:53 pm
by Gerard
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.
Re: SVAR crashes in 32 bits version
Posted: Thu May 21, 2015 8:03 am
by EViews Gareth
Could you provide the workfile (and VAR specification)?
Re: SVAR crashes in 32 bits version
Posted: Thu May 21, 2015 9:44 am
by Gerard
The workfile is in your pm
Re: SVAR crashes in 32 bits version
Posted: Thu May 21, 2015 1:44 pm
by EViews Gareth
Will be fixed next patch.
Re: SVAR crashes in 32 bits version
Posted: Sun Aug 09, 2015 2:49 pm
by Helia
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
Re: SVAR crashes in 32 bits version
Posted: Mon Aug 10, 2015 9:37 am
by EViews Glenn
What is the date on your EViews 8? (Help/About EViews)
Re: SVAR crashes in 32 bits version
Posted: Mon Aug 10, 2015 11:51 am
by Helia
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
Re: SVAR crashes in 32 bits version
Posted: Tue Aug 11, 2015 11:41 am
by EViews Jason
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.
Re: SVAR crashes in 32 bits version
Posted: Tue Aug 11, 2015 12:40 pm
by Helia
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".
Re: SVAR crashes in 32 bits version
Posted: Thu Aug 13, 2015 10:07 am
by EViews Jason
The crash will be fixed in the next patch.
Not sure on what you are asking in the second part. Can you elaborate?
Re: SVAR crashes in 32 bits version
Posted: Sat Aug 15, 2015 2:28 pm
by Helia
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?
Re: SVAR crashes in 32 bits version
Posted: Mon Aug 17, 2015 1:25 pm
by EViews Glenn
You'll have to ask the author of that add-in.