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ARIMA - Accuracy or Speed Est Option

Posted: Fri Mar 11, 2011 9:09 am
by meh
I recently upgraded from E-Views 4 to 7, and was doing a quick recheck of some estimation results. Pulling up the old file, the estimation output initially is the same. If I run the model again then the whole model specification changes considerably (a lot of significant parameters washout). I looked at the estimation options and if I run it with the speed option selected then the results are pretty much consistent with the earlier output. My question is whether this substantively eliminates my earlier findings/conclusions. Is there a legitimate argument for using the speed option or is this project now a bust?

Re: ARIMA - Accuracy or Speed Est Option

Posted: Fri Mar 11, 2011 9:18 am
by EViews Gareth
It is surprising that the derivative choice makes that much of a difference. However it is the case that the accurate ones should always produce "better" results than the quick ones.