[Scilab-users] GROCER: ms_var throwing errors during estimation in case of a VAR

Fri Mar 13 15:34:52 CET 2015

Hi Deb.

I fear I have let a pause in my MSVAR_SetInit (the pause is very useful to
understand bugs: when the program encounters a pause, it stops running and
give you acces to all the variables created by the program until the pause,
which helps you understanding what (variable) has went wrong). You can
restart the program as indicated by running:
-1->resume

Anyway, please fiind enclosed a function MSVAR_SetInit without any pause.

I have started also to look more deeply at your problem and I suggest you
to run msvar with normalized variables (to avoid numerical problems) and
with optim as the defautlt optimization program (to avoid too long an
estimation):
--> r=ms_var('all',1,['l/10000';'r/1000'],3,3,3,'optfunc=optim')

This is only when you will have stabilized your model or if the results
seem to you strange that you should switch back to optimg with:
--> r=ms_var('all',1,['l/10000';'r/1000'],3,3,3,'opt_convg=0')

Éric.

2015-03-13 14:51 GMT+01:00 dnayak <dnayak at ncsu.edu>:

> Hi Eric,
>
> I used the new MSVAR_SetInit.sci that you sent me yesterday. I used the
> getd command to load the new script and then proceeded as before.
>
> This time GROCER is not throwing any error, but I am not sure whether it
> is working at all.
>
> After I run the estimation process, I get the message ----- 'Type 'resume'
> or 'abort' to return to standard level prompt.'. Previously, GROCER would
> print the initial values set by the program for the different parameters
> and then go into the optimization step, when it would asked me to wait.
> Nothing like that is happening now. Also, I can see a lot of variables get
> loaded into the variable browser, which do not bear any meaning for me.
>
> Am I following the right process? Please let me know.
>
> Thanks,
> Deb
>
> On Thu, Mar 12, 2015 at 5:26 PM, Eric Dubois [via Scilab / Xcos - Mailing
> Lists Archives] <[hidden email]
> <http:///user/SendEmail.jtp?type=node&node=4031886&i=0>> wrote:
>
>> Hello Deb.
>>
>> There was indeed another real variable becoming complex (although its
>> imaginary part was nil) before line 158. A rare problem, but sorry for not
>> having antici^pated it could happen.
>>
>> I have solved the problem in the attached MSVAR_SetInit file (although I
>> have not waited until full convergence, which seems to be rather long).
>>
>> Éric.
>>
>> 2015-03-12 18:22 GMT+01:00 dnayak <[hidden email]
>> <http:///user/SendEmail.jtp?type=node&node=4031883&i=0>>:
>>
>>> Hi Eric,
>>>
>>> I did everything just the way you asked me to. I even got the message
>>> '' --- new MSVAR_SerInit --- '', when I ran my estimation. However, I am
>>> still getting the same error. But, it is in line 161 now, as you predicted.
>>>
>>> !--error 144
>>> Undefined operation for the given operands.
>>> check or define function %s_4_s for overloading.
>>> at line      44 of function %s_pow called by :
>>> at line     161 of function MSVAR_SetInit called by :
>>> at line     165 of function ms_estimate called by :
>>> at line     306 of function ms_var called by :
>>>
>>> r=ms_var('all',1,['l';'r'],nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')
>>>
>>> I attach here both the original csv file that has my data and the dat
>>> file that I obtained from the csv file using the impexc2bd command.
>>>
>>> I run my estimation using the following steps:
>>> 1. Load data
>>> - load('C:\Users\Adminuser\Desktop\TEST\Alice\AliceGROCERleftIrightP.dat')
>>> 2. nb_states = 3
>>> 3. switch_var = 3
>>> 4. var_opt = 3
>>>
>>> 5. r=ms_var('all',1,['l';'r'],nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')
>>>
>>> Hope this helps.
>>>
>>> Thanks,
>>> Deb
>>>
>>>
>>>
>>> On Thu, Mar 12, 2015 at 4:30 AM, Eric Dubois [via Scilab / Xcos -
>>> Mailing Lists Archives] <[hidden email]
>>> <http:///user/SendEmail.jtp?type=node&node=4031882&i=0>> wrote:
>>>
>>>> Hi Deb.
>>>>
>>>> Could you please download the attach file in a new folder (say
>>>> c:/new_ms) and:
>>>> - load the file with the following command:
>>>> --> getd('c:/new_ms')
>>>> - then run again your estimation code
>>>> - check that the program displays:
>>>>
>>>> --- new MSVAR_SerInit ---
>>>>
>>>> Then
>>>> 1) if your estimation ends without error, fine (but this should mean
>>>> that you have not properly installed Grocer v1.65, then please tell me
>>>> exactly what you did - did you use Atoms or did you download Grocer from my
>>>> web site? Where did you unzip the zip file? What mesages did you obtain?)
>>>> 2) if you have the same error -except that it should now happen at line
>>>> 161 of function MSVAR-SetInit- then could you send me your data and code
>>>> (you can send it directly at [hidden email]
>>>> <http:///user/SendEmail.jtp?type=node&node=4031875&i=0> or [hidden
>>>> email] <http:///user/SendEmail.jtp?type=node&node=4031875&i=1>), so
>>>> that I can figure out what happens exactly?
>>>>
>>>> Éric.
>>>>
>>>> 2015-03-11 22:56 GMT+01:00 dnayak <[hidden email]
>>>> <http:///user/SendEmail.jtp?type=node&node=4031875&i=2>>:
>>>>
>>>>> Hi Eric,
>>>>>
>>>>> Thanks for your prompt reply. I did as you asked me to do. I removed
>>>>> GROCER
>>>>> 1.62 and used 1.65. But still the same error is appearing.
>>>>>
>>>>> !--error 144
>>>>> Undefined operation for the given operands.
>>>>> check or define function %s_4_s for overloading.
>>>>> at line      44 of function %s_pow called by :
>>>>> at line     158 of function MSVAR_SetInit called by :
>>>>> at line     165 of function ms_estimate called by :
>>>>> at line     306 of function ms_var called by :
>>>>>
>>>>> r=ms_var('all',1,['l';'r'],nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')
>>>>>
>>>>> As I said earlier, when I use 2 states, GROCER starts working. It
>>>>> throws the
>>>>> error when I use 3 states.
>>>>>
>>>>> Thanks,
>>>>> Deb
>>>>>
>>>>>
>>>>>
>>>>> --
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