Detailed changes to TSP 4.5 are listed here by "type"
(enhancements
and bugfixes), most recent first.
Workarounds are available for many of the bugs.
Updates can be downloaded from our password-protected download
area; send email to us requesting a password if you need
an update.
If you think you have found a new bug, please inform
TSP tech support,
but you can also check the lists
below to see if it has already been reported and fixed.
ENHANCEMENTS
- 00-11-16 RANDOM(VCOV=V) - error message if V is not positive definite.
(Because then the random series will not have covariance
closely equal to V).
- 00-11-10 2SLS, LSQ/NL2SLS: store & print @FOVERID = @PHI/(@S2*(NX-NZ))
if NX>NZ. This is one form of the test of overidentifying
restrictions.
- 00-11-10 SHOW(SILENT) SERIES; and DBLIST(SILENT) databank; - to store
@RNMS silently.
- 00-09-25 CDF(F) - allow non-integer DF for F. Useful for evaluating
the incomplete beta function (beta CDF).
- 00-09-25 LIST(first=4,last=1) nums; - allow numeric list in
decreasing order. LIST nums 4-1; also works.
- 00-07-26 SOLVE - improve labelling of model blocks.
- 00-06-27 READ - properly handles trailing comments in free format data
files.
- 00-06-22 MODEL(DONGALLO) - new option, which uses the Don-Gallo
method for ordering simultaneous blocks, to find a near-minimal
feedback set. Labels the feedback variables with an F
in the incidence matrix, and prints a block summary.
The feedback information is stored in the model variable,
for use when SOLVE is upgraded to handle feedback sets
in the future. This ordering is helpful in some cases
with Gauss-Seidel as well.
- 00-06-22 SOLVE - prints an iteration count for Gauss-Seidel.
- 00-06-14 CDF(CHISQ) - handles non-integer DF. This is useful
for evaluating the incomplete gamma function (gamma CDF).
- 00-05-20 SIML - use just a single iteration on any linear model.
Previously, it used an extra (unnecessary) iteration
if the model did not have a time-invariant Jacobian, or
if SIML was used on a single time period.
- 00-05-20 SIML(PRNRES) - print Jacobian for first 2 time periods.
- 00-05-19 EQSUB([LAGS]/NOLAGS) - new option to control substitution
of lagged dependent variables. NOLAGS is good for
SOLVE, SIML, and FIML models, to leave the lagged
endogenous variables alone. The default LAGS is good
for LSQ and ML, to substitute expressions for lagged
residuals.
- 00-05-19 DBCOPY - create LOAD instead of READ commands,
for improved SIMPC compatibility.
- 00-05-19 SOLVE - give iteration count for Gauss-Seidel.
- 00-05-18 SIML, SOLVE - give ERRORs for all missing exogenous
variables (instead of just mentioning the first variable).
- 00-05-11 DBLIST - now stores @RNMS (list of all series in databank).
Useful if you want to do an operation on all the series,
such as writing them to a spreadsheet file.
- 00-05-11 SHOW SERIES; - now stores @RNMS (list of all series).
- 00-05-10 TSP/FAME interface - now handles OPTIONS DOUBLE; (double
precision series). (The TSP/FAME interface is available
on unix systems at present).
- 00-05-09 BJEST - use all obs for backforecasting for pure MA models,
to match the calculations in Box and Jenkins (1976).
- 00-05-05 SUR(WNAME=Omega) - Minimum Distance - suppress @COVU,
@COVT, REGOUT by default for Minimum Distance. Title
of Minimum Distance for output.
- 00-05-05 LSQ(HITER=D) - allow this HITER option (although it is
not recommended).
- 00-04-04 SORT(ALL) - skip warning for missing values, in all but the
first series.
- 00-03-29 BJEST(HCOV=U) - (numeric second derivatives) is now the
default for EXACTML. Avoids problems with inappropriate
zero SEs from HCOV=F. HITER=U is also useful if
HITER=F has false convergence with CRIT=0.
- 00-03-29 ML(HCOV=U) - now the default for ML PROC. ML(HCOV=C) is
available for ML on a FRML; might be faster than HCOV=N
for models with many Params.
- 00-03-29 FIML(HITER=C,HCOV=C) - HCOV=C produces SEs that are almost
identical to what HCOV=N would make (HCOV=N is not
implemented for FIML). HITER=C usually has fast
convergence (like what HITER=N would provide). These
are not the defaults, but they are available.
- 00-03-15 LSQ - speed up slightly on single equation if NOB is high.
- 00-03-06 GRAPH, PLOT -
gnuplot
graphics on unix.
- 00-02-18 Changed LINE number to COMMAND number in output,
to support a GiveWin edit feature. The GiveWin edit
feature prints the physical line number from the input
file when there is an error message, so a double-click
on that error message will jump to Edit the appropriate line
in the input file.
- 00-02-16 HELP HIST - add the graphical HIST options available in
TSP/GiveWin.
- 00-02-07 EPSMIN=[.0001] - new nonlinear option. Useful with HITER=F,
to make more accurate numeric first derivatives, if
some Param values are close to zero.
- 00-01-28 GiveWin - remove page headers in default output.
- 00-01-17 BJEST - print moduli of polynomial roots, if regular roots
are being printed with ROOTS or PRINT options. The moduli
are useful for detecting near unit roots. Always store
REal parts of roots, IMaginary parts, and MOduli as
@ARRTRE, @ARRTIM, @ARRTMO, etc. for @MA @SAR @SMA.
- 00-01-14 MATRIX - recognize composite (A*B)'(A*B) as symmetric.
- 99-11-18 SIML - warn if an ENDOG variable never appears in any equation.
BUGFIXES
- 00-11-16 COPY to/RENAME to/DELETE a LOCAL variable in PROC - crashed
- 00-11-16 MAT Y = (X=2); did not parse as X.EQ.2 .
- 00-11-16 %LMHET was lost when REGOPT(NOCALC) DW or AUTO; was used.
- 00-11-16 REGOPT - BPHET with many missing values in the original
regression can corrupt memory and crash.
- 00-11-15 DOC(ADD) did not work properly (did not save old DOC)
- 00-11-10 MAT, GENR, etc. - set Double Precision values > 1D+37 to
missing for Single Precision series, and print a numeric
warning message (otherwise it crashes)
- 00-11-03 ANALYZ; - error message when no FRML argument(s) given
- 00-10-02 MFORM(NROW=509751,TYPE=DIAG) - error message for matrix
over 2.1 billion elements. Note that even a 10240 x 10240
matrix would require about 800MB of memory to expand.
- 00-09-26 CD=X; is an implied GENR, not CD '=X'; .
Same for TITLE=2; INPUT=5;
- 00-07-09 REGOPT(QLAGS=k) ; - turn on all output for Q statistics
- 00-07-09 OLSQ(SILENT,WEIGHT=W) turn off weighted/unweighted header output
- 00-06-27 READ - trailing comments in free format data were not
properly handled (hard to understand the error messages).
- 00-05-31 SMPL - crashed sometimes when the second argument was
a series (instead of a scalar).
- 00-05-24 FRML - ignore commas such as FRML EQ, Y = B*X;
- 00-05-09 BJEST - correct residual observation labels when NDIFF>0.
- 00-04-25 LSQ - allow NOVAR=NOB for NEQ=1 (usually a perfect fit).
- 00-04-21 SIML, FIML - do not declare linearity if there are
non-differentiable operations. Allow more than one
iteration in this case.
- 00-03-23 OLSQ/REGOPT - CUSUM and CUSUMSQ plots after a regression
with missing values included extra invalid values.
- 00-03-17 SOLVE - in a recursive/dynamic model where one or more
endogenous variables never appear on the RHS of any equation.
In some cases these equations were not evaluated correctly.
This type of model is useful for generating artificial
data for a GARCH model, or a VAR/Impulse Response.
- 00-03-15 MATRIX - if a user give a FRML name as an argument, give
a proper error message.
- 00-03-09 POISSON - sometimes crashed when there were missing values.
- 00-02-15 FREQ(PANEL) with lags - if a SELECT command removes some
observations from the middle of an individual, the later
observations for that individual may be improperly set to
missing for lagged variables.
- 00-02-06 ANALYZ - handle lag in equation (with NOB=1) correctly.
- 00-02-06 PANEL(ROBUST,SILENT) - do not print "Robust" label for SEs.
- 00-01-30 TITLE(NOPAGE) '...'; - do not insert : before ( .
- 00-01-26 WRITE(FILE='x',FORM=LAB) , interactive mode - don't pause.
- 00-01-26 ML with CNORM2(x,y,0) - had problems with derivatives if
RHO was a constant (zero in this case).
- 00-01-25 DIFFER - on an unnormalized equation, make an unnormalized
equation. (Not an equation with D1 as the dependent variable).
- 00-01-25 FRML EQ1, Y=A; TSP didn't like parsing the comma.
- 00-01-25 TITLE(NOPAGE) 'text'; TSP tried to make TITLE'(...
- 00-01-25 PROC/DOT - if the first DOT command in a run occurred within
a PROC, and a COMPRESS occurs before the second use of the
PROC, the second use of DOT did not work correctly.
- 00-01-25 MATRIX - if dependent variable was a PARAM, it was changed
to a const.
- 00-01-25 MATRIX - if dependent variable was a subscripted variable,
it was changed to a scalar variable.
- 00-01-25 SORT - did not properly handle mixed double & single series
(changed them all to current precision).
- 00-01-25 DOT - give proper ERROR message for lag argument.
DOT X(-1); is illegal. (DOT can only handle names or numbers;
not lags or subscripted arguments at present).
- 00-01-14 DIFFER(PRINT) - print long equation names correctly;
make output label more compact.
- 00-01-05 COMPRESS; or automatic compress when SELECT is in effect,
followed by a regression or other model with missing data -
the data in the regression may include invalid data.
- 99-12-15 MATRIX - RANK(TxK_matrix), where T>K - was incorrect
- 99-11-09 ANALYZ - correct DF for Wald test when restrictions are
singular/collinear.
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