[Gretl-users] Re [2]: Re [2]: armax-auto option occasionally generates this error

I had no problems with both samples. So to this moment I don't know the cause of crashes. Moreover, my own crashes on MA unit roots ceased. Zeros needn't cause computational problems. Multiple zeros make probability model for pure continuos variables (as is ARMA)  incorrect from theoretical point of view. --- Оригінальне повідомлення --- Від кого: Tim Nall < tnall.ling(a)gmail.com > Дата: 26 квітня 2014, 17:53:48 Ah, I have already sent the exact subsample, in a follow-up email. Did it not go through the list? I don't think I forgot to attach it. Perhaps  the zeroes in the sample cause the crash when they occur in a specific location (first, second, next-to-last or last, perhaps?) And thanks for the additional info about Tobit-style non-linear models. TMN On Sat, Apr 26, 2014 at 10:37 PM, < oleg_komashko(a)ukr.net > wrote: If you are interested in the reason for crushing armax I should have exact subsample causing crush. If you are interested in correct modelling of this data you should look for some nonlinear model for censored data, something Tobit-style: discrete zeros have non-zero probability in your sample --- Оригінальне повідомлення --- Від кого: Tim Nall < tnall.ling(a)gmail.com > Дата: 26 квітня 2014, 15:55:09 This one likes to crash (attached as text file). I wonder, is  armax_auto  aware of the sample range I selected via GUI? Not that it matters to me, but it may be important. TMN On Sat, Apr 26, 2014 at 8:15 PM, < oleg_komashko(a)ukr.net > wrote: Can you supply the data set? As attachment, may be. --- Оригінальне повідомлення --- Від кого: "Tim Nall" < tnall.ling(a)gmail.com > Дата: 26 квітня 2014, 13:19:16 Thanks to all for the replies. Will try to find TRAMO. meanwhile, the armax-auto option occasionally generates this error: ? armax(4, 4, BOTH, null, 1, 1, 0, 1, 0) BFGS: initial value of objective function is not finite *** error in function armax, line 82 On Sat, Apr 26, 2014 at 4:46 PM, Riccardo (Jack) Lucchetti < r.lucchetti(a)univpm.it > wrote: -- Best regards, Timothy M. Nall Assistant Professor National Quemoy University Kinmen, Taiwan _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users ! _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users -- Best regards, Timothy M. Nall Assistant Professor National Quemoy University Kinmen, Taiwan _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users ! _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users -- Best regards, Timothy M. Nall Assistant Professor National Quemoy University Kinmen, Taiwan _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users