Convergence achieved, not achieved, and Failure
Posted: Sat Jun 27, 2015 12:14 am
EViews8Patch_042715
Is there a data member or some other ways to record the informatin of an estimation?
I can only freeze the output and collect the information, for example, I estimate hundreds of CCC-GARCH
and I record these information:
Convergence not achieved after 500 iterations
Failure to improve Likelihood after 74 iterations
Failure to improve Likelihood after 56 iterations
Convergence achieved after 221 iterations
Failure to improve Likelihood after 57 iterations
Convergence achieved after 52 iterations
Failure to improve Likelihood after 16 iterations
Convergence not achieved after 500 iterations
Convergence not achieved after 500 iterations
then I use string function to analysis them
Is there a data member or some other ways to record the informatin of an estimation?
I can only freeze the output and collect the information, for example, I estimate hundreds of CCC-GARCH
Code: Select all
bg.arch @ccc c arch(1) garch(1)
freeze(mode=overwrite, ootb) bg.output
%tbc = ootb(9,1)
Convergence not achieved after 500 iterations
Failure to improve Likelihood after 74 iterations
Failure to improve Likelihood after 56 iterations
Convergence achieved after 221 iterations
Failure to improve Likelihood after 57 iterations
Convergence achieved after 52 iterations
Failure to improve Likelihood after 16 iterations
Convergence not achieved after 500 iterations
Convergence not achieved after 500 iterations
then I use string function to analysis them