Oxmetrics

猛虎嗅蔷薇 发表于 2013-4-2 09:26
老师你好！
看了你前面的说明及指导，自己能跑出结果了。我想咨询一下的问题是：
1.滞后期P的确定，是自 ...

您好，我现在有一个ox的程序，有一些不动的地方，能请教一下吗？

现在坛子里的代码都是msvar130.oxo和msvar.o， 虽然能估计出来系数和概率图，但还有很多附加的东西无法估计出来，因为缺少hmk.oxo和hmk.o，谁有这两个文件请私信我，可以酬劳感谢

epoh 发表于 2011-10-12 16:06
哈哈!zhangtao兄对此模型也有兴趣我先说明一下:MSVAR for Ox,需要配合旧版的软件GiveWin2 & oxpro340且使用 ...

我也想要齐全的msvar包，可以联系一下吗qq：2444653518

epoh 发表于 2011-10-12 16:06
哈哈!zhangtao兄对此模型也有兴趣我先说明一下:MSVAR for Ox,需要配合旧版的软件GiveWin2 & oxpro340且使用 ...

老师您好，我现在在做毕业论文，需要用到ME-VAR，但是楼主的压缩包中缺少文件，不知您可否提供完整的MS-VAR packages ，感激不尽，邮箱是15636826328@163.com

epoh大神！

epoh老师，您好。我最近在用Oxmmetrics做MS-VECM，下载的源程序里面的kroto.ox是可以运行出来的。但是我换成我自己的数据的时候，估计是由于Cyn的数据问题。总是出现以下结果，而且估计的系数全是0。当我去掉这个Cyn这一项的时候，就不会出现这问题，请问这是怎么回事呢？
Ox version 3.40 (Windows) (C) J.A. Doornik, 1994-2004
MSVAR (c) H-M Krolzig, 1996-2005, package version 1.32a, object created on  7-06-2002

---------- Calculate starting values ---------------
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  0         LogLik =  5425.4907         Pct.Change =100.0000 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  1         LogLik =  5462.2568         Pct.Change =  0.6777 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  2         LogLik =  5504.4098         Pct.Change =  0.7717 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  3         LogLik =  5525.4452         Pct.Change =  0.3822 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  4         LogLik =  5530.7742         Pct.Change =  0.0964 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  5         LogLik =  5531.8376         Pct.Change =  0.0192 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  6         LogLik =  5532.1520         Pct.Change =  0.0057 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  7         LogLik =  5532.3132         Pct.Change =  0.0029 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  8         LogLik =  5532.4183         Pct.Change =  0.0019 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It.  9         LogLik =  5532.4924         Pct.Change =  0.0013 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 10         LogLik =  5532.5468         Pct.Change =  0.0010 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 11         LogLik =  5532.5875         Pct.Change =  0.0007 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 12         LogLik =  5532.6187         Pct.Change =  0.0006 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 13         LogLik =  5532.6428         Pct.Change =  0.0004 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 14         LogLik =  5532.6617         Pct.Change =  0.0003 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 15         LogLik =  5532.6766         Pct.Change =  0.0003 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 16         LogLik =  5532.6883         Pct.Change =  0.0002 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 17         LogLik =  5532.6977         Pct.Change =  0.0002 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 18         LogLik =  5532.7051         Pct.Change =  0.0001 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 19         LogLik =  5532.7110         Pct.Change =  0.0001 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1199): mle_msiah

It. 20         LogLik =  5532.7158         Pct.Change =  0.0001

---------- EM algorithm converged  -----------------

EQ( 1) MSIAH(2)-VARX(1) model of (DY,DN)
       Estimation sample: 1951 (198) - 1954 (235)

no. obs. per eq. :        773    in the system :       1546   
no. parameters   :         24    linear system :         11   
no. restrictions :         11
no. nuisance p.  :          2

log-likelihood   :  5532.7158    linear system :  3002.3357  

AIC criterion    :   -14.2528    linear system :    -7.7395
HQ  criterion    :   -14.1973    linear system :    -7.7141
SC  criterion    :   -14.1084    linear system :    -7.6734

LR linearity test:   5060.7602    Chi(11) =[0.0000] **  Chi(13)=[0.0000] **  DAVIES=[0.0000] **  


---------- matrix of transition probabilities ------

          Regime 1  Regime 2
Regime 1    0.8695    0.1305
Regime 2    0.3754    0.6246


---------- regime properties ----------------------

              nObs     Prob.  Duration
Regime 1     574.7    0.7420      7.66
Regime 2     198.3    0.2580      2.66

---------- coefficients ----------------------------

Regime 1
                      DY          DN
Const(Reg.1)  0.00037149  0.00039940
DY_1             0.00000     0.00000
DN_1             0.00000     0.00000
Cyn_1            0.00000     0.00000
  SE (Reg.1)   0.0094694   0.0088015

Regime 2
                      DY          DN
Const(Reg.2)  0.00037149  0.00039940
DY_1             0.00000     0.00000
DN_1             0.00000     0.00000
Cyn_1            0.00000     0.00000
  SE (Reg.2)    0.019941    0.022424

楼主您好，这个包还是32位运行的，但是现在我是64位的电脑系统，不兼容，搜索了论坛里的帖子， 也没有好的办法，求指点

pocketbook 发表于 2018-11-17 13:57
楼主您好，这个包还是32位运行的，但是现在我是64位的电脑系统，不兼容，搜索了论坛里的帖子， 也没有好的办 ...

我可以帮你安装64位MSVAR软件

你好，我想问问如何运行自己的数据，givewin里的Oxpack没有msvar，但是例子我能运行出来

老师，为啥我只有MSIH VAR跑不出来啊，其他模型都可以出来，是因为MSVAR的包是缺的还是其他原因啊
Error occured! EM algorithm was stopped after 23 iterations
只有MSIHAVAR是这样的