BVAR not launching spools?
Posted: Sun Dec 02, 2012 1:02 am
Hello,
I am trying to estimate !i BVAR's, which create !i models for forecasting. When I do this with a VAR solved by LS (option A below) there is no problem. However, when I run the program with the BVAR (option B below), the program stops because too many spools are open. Is there any possibility not to launch the spools or close them within the program?
(A)
'for !i=1 to @dtoo(%finsoft)-@dtoo(%startoos)+1
'SMPL %startestim %endestim
'var var01_!i
'var01_!i.ls 1 6 series1_!i series2_!i series3_!i
'next
(B)
for !i=1 to @dtoo(%finsoft)-@dtoo(%startoos)+1
SMPL %startestim %endestim
BVAR(m=VAR1_!i) 6 series1_!i series2_!i series_!i
next
'***FORECAST MODEL
for !i=1 to @dtoo(%finsoft)-@dtoo(%startoos)+1
MODEL VAR1_!i 'SOFT MODEL 'only for LS
VAR1_!i.APPEND :VAR01_!i 'only for LS
SMPL %startoos+!i %startoos+!i+11
var1_!i.exclude(actexist=t)
VAR1_!i.SOLVE(s=d)
NEXT
Thanks,
Gloria
I am trying to estimate !i BVAR's, which create !i models for forecasting. When I do this with a VAR solved by LS (option A below) there is no problem. However, when I run the program with the BVAR (option B below), the program stops because too many spools are open. Is there any possibility not to launch the spools or close them within the program?
(A)
'for !i=1 to @dtoo(%finsoft)-@dtoo(%startoos)+1
'SMPL %startestim %endestim
'var var01_!i
'var01_!i.ls 1 6 series1_!i series2_!i series3_!i
'next
(B)
for !i=1 to @dtoo(%finsoft)-@dtoo(%startoos)+1
SMPL %startestim %endestim
BVAR(m=VAR1_!i) 6 series1_!i series2_!i series_!i
next
'***FORECAST MODEL
for !i=1 to @dtoo(%finsoft)-@dtoo(%startoos)+1
MODEL VAR1_!i 'SOFT MODEL 'only for LS
VAR1_!i.APPEND :VAR01_!i 'only for LS
SMPL %startoos+!i %startoos+!i+11
var1_!i.exclude(actexist=t)
VAR1_!i.SOLVE(s=d)
NEXT
Thanks,
Gloria