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Detailed changes in TSP 4.5

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.