2:52 p.m.
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
> loop q = 0..maxq
On Sat, Apr 26, 2014 at 4:46 PM, Riccardo (Jack) Lucchetti
<r.lucchetti(a)univpm.it> wrote:
> On Sat, 26 Apr 2014, oleg_komashko(a)ukr.net wrote:
>
>> You can use armax_auto (see time series menu in Gretl GUI). The function
>> has a drawback: the cycle crushes on encountering a unit root in MA part of
>> the model Also you can use auto.arima{forecast} in R My experience tells it
>> would be better to determine the order of integration (use unit root tests)
>> beforehand and use, say "d=1" in auto.arima (type ?auto.arima in R
console)
>
>
> That's a function package, you may need to install it first: go to
> Files>Function Files>On server.
>
> -------------------------------------------------------
> Riccardo (Jack) Lucchetti
> Dipartimento di Scienze Economiche e Sociali (DiSES)
>
> Università Politecnica delle Marche
> (formerly known as Università di Ancona)
>
> r.lucchetti(a)univpm.it
> http://www2.econ.univpm.it/servizi/hpp/lucchetti
> -------------------------------------------------------
> _______________________________________________
> 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
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Best regards,
Timothy M. Nall
Assistant Professor
National Quemoy University
Kinmen, Taiwan
_______________________________________________
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--
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Timothy M. Nall
Assistant Professor
National Quemoy University
Kinmen, Taiwan
3:06 p.m.
New subject: 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
loop q = 0..maxq
On Sat, Apr 26, 2014 at 4:46 PM, Riccardo (Jack) Lucchetti
< r.lucchetti(a)univpm.it > wrote:
On Sat, 26 Apr 2014, oleg_komashko(a)ukr.net wrote:
> You can use armax_auto (see time series menu in Gretl GUI). The function
> has a drawback: the cycle crushes on encountering a unit root in MA part of
> the model Also you can use auto.arima{forecast} in R My experience tells it
> would be better to determine the order of integration (use unit root tests)
> beforehand and use, say "d=1" in auto.arima (type ?auto.arima in R
console)
That's a function package, you may need to install it first: go to
Files>Function Files>On server.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
_______________________________________________
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
!
_______________________________________________
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
9:22 a.m.
New subject: 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
loop q = 0..maxq
On Sat, Apr 26, 2014 at 4:46 PM, Riccardo (Jack) Lucchetti
< r.lucchetti(a)univpm.it > wrote:
On Sat, 26 Apr 2014, oleg_komashko(a)ukr.net wrote:
> You can use armax_auto (see time series menu in Gretl GUI). The function
> has a drawback: the cycle crushes on encountering a unit root in MA part of
> the model Also you can use auto.arima{forecast} in R My experience tells it
> would be better to determine the order of integration (use unit root tests)
> beforehand and use, say "d=1" in auto.arima (type ?auto.arima in R
console)
That's a function package, you may need to install it first: go to
Files>Function Files>On server.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
_______________________________________________
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
!
_______________________________________________
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
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Tim Nall