Am 20.12.2020 um 16:34 schrieb Brian Revell:

Hi Sven

the specification was just pushing data and parameters to their limits with specific lags of  1 3 6 and 9 years specified in the 2 dependent variables to try to pick up some cyclical elements in the data and  with only 22 observations. I will try it dropping the lag 9 later (I have other ARMAX results I don't want to risk losing at present until I have finished the session) to see if it makes the difference between crash or go!

Windows 10 OS. However, i would have expected some failure messages, not a complete crash.

Brian

Thanks, that's already enough - I can confirm the crash here on Windows with the latest snapshot (with 22 obs and using the GUI to enter the lag choice "1,3,6,9", without the quotes).

Of course, with a max lag of 9 you only have 13 effective obs left and that is just barely enough to estimate 4*2 + 2 = 10 parameters in each equation. Nonetheless, in theory it should still work (although I wouldn't recommend it econometrically), and needless to say a crash is never acceptable.

I suspect that the fix will be relatively easy (for Allin, that is ;-)

cheers

sven

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