Re: [Gretl-users] Gretl crashes while doing a nested ARIMA loop

Update. The problem goes away if the option *--progressive* is replaced with *--quiet*. However, it should not crash and crumble all the changes the user has made to the script anyway, should it? -- С уважением, —Андрей Викторович Костырка.— http://kostyrka.ru, http://kostyrka.ru/blog 2014-04-13 7:37 GMT+04:00 Andreï | Андрей Викторович < fifis.himik(a)gmail.com&gt;: Greetings, dear developers! > > Please consider the following humble code I am trying use to illustrate > the usefulness of a whole portfolio of models compared by AIC. What I am > expecting: (1) generate a true ARMA(2,2) model, (2) run a loop with i=1..5 > and j=1..5 for ARMA estimation and obtain the AIC’s for those, (3) the > result should look like those “long” models like ARMA(5,5) include more > redundant lags and they will be punished by Akaike and its DOF loss penalty. > However, on Linux Debian (testing, both x32 and x64) the 1.9.14 (build > 2014-03-19) version crashes and quits without any warning when the > following script is run: > ########## > nulldata 500 > setobs 1 1 --special-time-series > genr time > > set seed 20140413 > series wn = randgen(n,0,1) > > # ARMA(2,2) model, seems both stationary and invertible > series z = 4.5 > z = 1 + 0.25*z(-1) + 0.55*z(-2) + wn + 0.5*wn(-1) + 0.5*wn(-2) > > # The beast > loop i=1..5 --progressive > loop j=1..5 --progressive > arima $i 0 $j ; z > printf "Akaike criterion: %f\n", $aic > endloop > endloop > ########## > > Same problem if *arma* command is used. > I tried to run it on the current snapshot (1.9.15cvs b.2014-04-04) for > Windows x32, but to no avail: the message given before the crash is “MS > Visual C++ Runtime Library: This application has requested the Runtime to > terminate it in an unusual way”. > > What can I do in order to avoid this mishap and sort of estimate > ARMA(i,j) for various $i and $j in a loop? > > Best wishes, > Andreï V. Kostyrka > > -- > С уважением, > —Андрей Викторович Костырка.— > http://kostyrka.ru, http://kostyrka.ru/blog >