Error when trying to include an autocorrelation function
Posted: Mon Sep 12, 2011 11:55 am
I am trying to include an AC function as shown in chapter 5 of the manual supplement "A new method for estimating autocorrelated errors in continuous time". I have 22 countries followed across 30 years.
While this works fine for some models, I sometimes get the following message: PREFile : pre disabled, POSTfile : post disabled. After that, it says that convergence was achieved, but I get exactly the same estimates (standard error and likelihood) as in the model without AC. In one instance when I get this message, estimates are slightly changed however. I am not sure how to interpret this.
While this works fine for some models, I sometimes get the following message: PREFile : pre disabled, POSTfile : post disabled. After that, it says that convergence was achieved, but I get exactly the same estimates (standard error and likelihood) as in the model without AC. In one instance when I get this message, estimates are slightly changed however. I am not sure how to interpret this.