EViews.com

Posted: **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)

Posted: **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.

Posted: **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)

Posted: **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".

Posted: **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.

Posted: **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.

EViews.com

starting values s=0

starting values s=0

Re: starting values s=0

Re: starting values s=0

Re: starting values s=0

Re: starting values s=0

Re: starting values s=0