Regime Switching

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athens
Posts: 9
Joined: Thu Aug 02, 2012 1:35 pm

Regime Switching

Postby athens » Mon Jul 29, 2013 4:37 pm

I am using Eviews 8 (62 bit) version and I have just updated it. When I run a regime switching model with 5 lags of the dependent and AR(1) error I get the following message "Eviews 8 has stopped working". I do not get the same message if I estimate a regime switching model with e.g. 4 lags of the dependent and AR(1) error.
My code is as follows:

Code: Select all

equation eq1.switchreg(type=markov, heterr) y c y(-1) y(-2) y(-3) y(-4) y(-5) ar(1) @nv x1 x2
Please inform me if this is a bug or if I am doing something wrong. Thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Regime Switching

Postby EViews Gareth » Mon Jul 29, 2013 6:24 pm

Almost certainly a bug. Could you provide your workfile?

athens
Posts: 9
Joined: Thu Aug 02, 2012 1:35 pm

Re: Regime Switching

Postby athens » Tue Jul 30, 2013 1:37 pm

regswitch_ex.wf1
(158.77 KiB) Downloaded 356 times

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Regime Switching

Postby EViews Glenn » Tue Jul 30, 2013 3:00 pm

Thanks. We've tracked this one down and after a bit more testing I'll check it into the main code. It should appear in the next update.

[edit: just to follow-up, this bugfix was posted in the August 1 update]


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