Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: different mgarch vcc predicted variance results on different pc's
From
[email protected] (Rafal Raciborski, StataCorp)
To
[email protected]
Subject
st: different mgarch vcc predicted variance results on different pc's
Date
Thu, 24 Oct 2013 10:59:25 -0500
Xinjia Liu <[email protected]> is obtaining different predictions of
conditional variances after running the same mgarch model on different
computers:
> I ran the same mgarch vcc command on 2 separate PC's, and got the same
> identical log as follows...
>
> When I run the predict variance command...
>
> . predict temp*, variance
>
> On one PC, I got time varying variance and covariance predictions as
> expected...
>
> On the other PC, the predicted variances and covariance are wrong:
> - the variances are equal to 1
> - the covariance is time varying but not consistent with the
> estimation result above
I would recommend that Xinjia contacts Stata Technical Support at
[email protected]. It would be most helpful if Xinjia could include the
log files from both machines, the do file used to create the logs, and the
dataset. We will report our findings to the list.
-- Rafal
[email protected]
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/