Eviews Crashes on forecasting ARIMA-Garch-m
Posted: Tue Sep 03, 2013 1:44 am
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:
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: