different results on different computers

[schwert]

My son and I both use Eviews 7.1 on window 7 64 bit machines, but we get different estimation results from regressions with ARMA errors (Non-linear least squares) When I estimate the models he has run I get the same results as when I estimate the models I have run, and he sees the same thing (which is not surprising, because we think we are estiamting the same model), but the results he gets on his computer are different than the results I get on two different machines that I use.

this is really puzzling .. .

I can send the eviews workfile if that would help

[EViews Gareth]

Check you are using the same version of EViews (really there's no reason for either of you to be using EViews 7.1!).

Also check you are using the same starting values.

[Rits]

When you say "same starting values" are you refering to using the same first value of the sample being used?

[EViews Gareth]

No. When performing non-linear estimation (such as ARMA), you need numerical starting values for the coefficients. Different starting values can yield different final estimates. In general EViews obtains starting values from the C vector in the workfile.

[Rits]

Ok so it's the value of the C vector. I'll give it a shot. Thanks Gareth!