starting values s=0

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bparksb
Posts: 56
Joined: Mon Mar 21, 2011 9:26 pm

starting values s=0

Postby bparksb » Sun Sep 22, 2013 4:34 pm

Consider
LS(S=0,Z,+SHOWOPTS) STDEVWP C FRAGENTS DRAFT EXPAN GAMES POPPCT TEAMS AR(1)
Supposedly all the coefficients should start at 0. But
Dependent Variable: STDEVWP
Method: Least Squares
Date: 09/22/13 Time: 18:27
Sample (adjusted): 1951 2004
Included observations: 54 after adjustments
Estimation settings: tol= 0.00010
Initial Values: C(1)=0.07568, C(2)=0.00000, C(3)=0.00000, C(4)=0.00000,
C(5)=0.00000, C(6)=0.00000, C(7)=0.00000, C(8)=0.00250
Apparently S=0 does not start at 0. Using
param c(1) 0 c(2) 0 c(3) 0 c(4) 0 c(5) 0 c(6) 0 c(7) 0 c(8) 0
LS(S,Z,+SHOWOPTS) STDEVWP C FRAGENTS DRAFT EXPAN GAMES POPPCT TEAMS AR(1)
does. But the shorthand S=0 saves some keystrokes.
See equations eq01 and eq02 in the code. Using both Eviews 8 Sep 20 2013 and Eviews 7 Sep 16 2013 standard editions

Code: Select all

wfcreate(wf=test_start) a 1950 2004 series STDEVWP series FRAGENTS series DRAFT series EXPAN series GAMES series POPPCT series TEAMS STDEVWP.fill 0.1027475073933601,0.09058467000000001,0.1029122620820999,0.1089010089635849,0.1201975420117378,0.09141733000000001,0.09009623999999999,0.08241672999999999,0.05193774402141571,0.05761597,0.08324903,0.09662496,0.09573725,0.08316496,0.08339663,0.08801164,0.06376486000000001,0.06533477,0.06001708,0.09245352,0.07788844,0.07242656499147415,0.07337721,0.06394867599010468,0.06170581,0.07206608000000001,0.07307347,0.088834,0.0750376,0.08099268,0.07104561,0.07839835000000001,0.06462069,0.06052007,0.05518005415797234,0.07779896,0.06329833,0.06057028,0.07422470000000001,0.06093438,0.05586484,0.05970393493771553,0.06323637,0.07499280999999999,0.06827225536108017,0.0708773,0.06186301,0.05921086,0.08332833000000001,0.07628321,0.06166595,0.08049928000000001,0.09147087,0.08260375,0.08328445 FRAGENTS.fill 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,2,22,22,38,43,48,42,41,45,55,61,79,76,73,91,115,99,151,97,131,137,116,139,138,117,135,155,156,211 DRAFT.fill 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1 EXPAN.fill 0,0,0,0,0,0,0,0,0,0,0,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,1,0,0,0,0,0,0 GAMES.fill 154.8,154.9,154.9,155,154.6,154.3,154.9,154.4,154.4,154.8,154.5,158.9,162.1,161.9,162.6,162.3,161.5,162,162.5,162.2,162,161.5,154.9,161.9,162.1,161.2,161.6,161.8,161.7,161.5,161.9,107.2,162.1,162.2,161.9,161.8,161.8,161.9,161.5,162,161.9,161.8,162,162.1,114.2,144,162.1,161.8,162.1,161.8,161.9,161.9,161.7,161.9,161.9 POPPCT.fill 0.0002626888162922114,0.000258267973549664,0.0002538832486607134,0.0002497125242371112,0.0002453598426654935,0.0002410637680441141,0.0002368222776567563,0.0002325796,0.000228725781198591,0.0002249344,0.0002213967,0.0002449759631417692,0.0002680423,0.0002642122562974691,0.0002605675836093724,0.0002573301,0.0002543748,0.0002516203676350415,0.0002491205523256213,0.0002960376,0.0002926084562204778,0.0002889329,0.0002858558,0.0002831407,0.0002805653493851423,0.0002778122434392571,0.0002751849824562669,0.0002951333590317518,0.0002920238766819239,0.0002888176531996578,0.0002860604727175087,0.0002832667,0.0002805782,0.0002780249,0.0002756282337941229,0.0002731967251747847,0.0002706834638956934,0.0002682747435756028,0.0002658497833181173,0.0002633506373967975,0.0002605582,0.0002577799,0.0002548722841311246,0.0002715466252993792,0.0002688925596885383,0.0002663589257281274,0.0002639233,0.0002614051,0.0002775228640530258,0.0002750367566477507,0.0002657899167388678,0.0002630713,0.0002604402543511242,0.0002579005376901478,0.0002542166621424258 TEAMS.fill 16,16,16,16,16,16,16,16,16,16,16,18,20,20,20,20,20,20,20,24,24,24,24,24,24,24,24,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,28,28,28,28,28,30,30,30,30,30,30,30 param c(1) 0 c(2) 0 c(3) 0 c(4) 0 c(5) 0 c(6) 0 c(7) 0 c(8) 0 equation eq01.LS(S=0,Z,+SHOWOPTS) STDEVWP C FRAGENTS DRAFT EXPAN GAMES POPPCT TEAMS ar(1) param c(1) 0 c(2) 0 c(3) 0 c(4) 0 c(5) 0 c(6) 0 c(7) 0 c(8) 0 equation eq02.LS(S,Z,+SHOWOPTS) STDEVWP C FRAGENTS DRAFT EXPAN GAMES POPPCT TEAMS ar(1)

EViews Gareth
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Posts: 13605
Joined: Tue Sep 16, 2008 5:38 pm

Re: starting values s=0

Postby EViews Gareth » Sun Sep 22, 2013 5:18 pm

This is off the top of my head (on my phone, so no copy of EViews to double check), but I think the s= option just applies to the non-ARMA coefficients.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13605
Joined: Tue Sep 16, 2008 5:38 pm

Re: starting values s=0

Postby EViews Gareth » Sun Sep 22, 2013 9:46 pm

Yep, it only applies to the non-ARMA coefficients. ARMA coefficients use the built-in defaults. (0.0025)

bparksb
Posts: 56
Joined: Mon Mar 21, 2011 9:26 pm

Re: starting values s=0

Postby bparksb » Mon Sep 23, 2013 4:42 am

Manual states
S=number Determine the starting values for equations specified with AR terms.......Specifying "s=0" initializes coefficients to zero. By default Eviews uses "s=1".

bparksb
Posts: 56
Joined: Mon Mar 21, 2011 9:26 pm

Re: starting values s=0

Postby bparksb » Mon Sep 23, 2013 4:48 am

Also if you interactively select ZERO from the options, the representation is "s=0" and the starting values are not zero.

If it only applies to the non-arma defaults, why is c(1) not set to zero (or the manual should state why).

And
Determine the starting values for equations specified with AR terms.
seems to me to mean ALL the coefficients, including the intercept and the AR coefficient.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13605
Joined: Tue Sep 16, 2008 5:38 pm

Re: starting values s=0

Postby EViews Gareth » Mon Sep 23, 2013 8:04 am

Alright, fine, ARMA coefficients and the constant.

Yes, we could probably make this a little more clear in the manual.


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