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Eviews Crashes on forecasting ARIMA-Garch-m

Posted: Tue Sep 03, 2013 1:44 am
by joburg
Hi

I'm encountering a problem whereby Eviews 6,7 and 8 crashes as soon as i try a dynamic out-of-sample forecast on a ARIMA-garch-m process. The problem is that now, when i start up Eviews after the crash, a simple in-sample forecast causes it to crash time and time again. Ive tried removing the MA process, but the problem persists.

Any idea on re-specifying the equation that this doesn't cause a crash in Eviews?
Ive uploaded the data set up working with:

Re: Eviews Crashes on forecasting ARIMA-Garch-m

Posted: Tue Sep 03, 2013 6:31 am
by startz
As you suspected, it's a bug.

Re: Eviews Crashes on forecasting ARIMA-Garch-m

Posted: Tue Sep 03, 2013 5:30 pm
by EViews Glenn
Yes indeed. Sorry. Looking into it...

[edit]

Thanks for the workfile. Fixed and checked into the source. Should appear in the next patch.