I'm abstracting here from information provided by Oleh. He's
estimating an ARMAX model (ARMA with an exogenous regressor) using
current gretl snapshots for Windows, both 64-bit and 32-bit.
The relevant gretl commands are:
open phillips_aus.gdt # from the POE4 data collection
arma 1 1 ; inf 0 diff(u)
Trimming down Oleh's information gives these three cases:
1. host: DESKTOP-DE5ESQO, gretl in 64-bit mode, running Windows 10,
using OpenBLAS (64-bit) with Atom blascore
Function evaluations: 132
Evaluations of gradient: 22
Log-likelihood -62.75480
2. host: DESKTOP-DE5ESQO, gretl in 32-bit mode, running Windows 10,
using OpenBLAS (32-bit) with Atom blascore
Function evaluations: 52
Evaluations of gradient: 17
Log-likelihood -62.56261
3. host: HER-PC, gretl in 64-bit mode, running Windows 8
using OpenBLAS (64-bit) with Nehalem blascore
Function evaluations: 52
Evaluations of gradient: 17
Log-likelihood -62.56261
The important contrast is 32-bit gretl vs 64-bit gretl on Oleh's
DESKTOP-DE5ESQO, with an Intel "Atom"- or "Bay Trail"-type processor
(specifically Pentium N3540). As you can see, the 64-bit version is
performing badly: it takes a lot more iterations to achieve a worse
log-likelihood on the ARMAX problem.
Oleh's case 3 (Nehalem processor, 64-bit) is basically the same as
all cases I've seen on machines I'm running: it seems "right". And
case 2 is practically indistinguishable from case 3.
So what's wrong with 64-bit gretl on Atom, running Windows? I'm
assuming (perhaps wrongly) that this is an OpenBLAS issue, so I'll
try pursuing that further. But if anyone else is able to test on
Atom in 64-bit mode, or to contribute relevant knowledge, please do!
Allin
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