EViews AR(1) ARCH Crash
Posted: Tue Nov 17, 2015 3:22 pm
Hello:
I have created a minimum working example in EViews 9:
wf m 1990 2020
genr x = @nrnd
equation eq01.arch x c ar(1)
Upon execution, EViews whites out and shuts down. For actual data series, my ARCH estimation works with no AR terms. Also, the same output as above results in no error for a coworker using EViews 9. I am working on a 64-bit Windows 7 Professional. The EViews build is October 22, 2015, and this build is the only factor I expect that is different between my colleagues and my situation which could therefore explain this difference in results. Do you have any suggestions about how to address this break?
Thank you
I have created a minimum working example in EViews 9:
wf m 1990 2020
genr x = @nrnd
equation eq01.arch x c ar(1)
Upon execution, EViews whites out and shuts down. For actual data series, my ARCH estimation works with no AR terms. Also, the same output as above results in no error for a coworker using EViews 9. I am working on a 64-bit Windows 7 Professional. The EViews build is October 22, 2015, and this build is the only factor I expect that is different between my colleagues and my situation which could therefore explain this difference in results. Do you have any suggestions about how to address this break?
Thank you