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

What version at what system do you use? ? armax(4, 0, BNS, null, 1, 1, 0, 1, 0) ===============================================  Information Criteria of ARMAX(p,q) for BNS -----------------------------------------------  p, q          AIC           BIC           HQC -----------------------------------------------  0, 0    -501.3442*    -498.7390*    -500.2898*  1, 0    -497.8805     -490.0650     -494.7174   2, 0    -495.9302     -485.5096     -491.7128   3, 0    -494.1461     -481.1202     -488.8743   4, 0    -492.4112     -476.7802     -486.0851  =============================================== * indicates best models --- 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