st: different mgarch vcc predicted variance results on different pc's

[rraciborski@stata.com (Rafal Raciborski, StataCorp)]

Xinjia Liu <lxjliu@gmail.com> is obtaining different predictions of
conditional variances after running the same mgarch model on different
computers:
 
> I ran the same mgarch vcc command on 2 separate PC's, and got the same
> identical log as follows...
> 
> When I run the predict variance command...
> 
> . predict temp*, variance
> 
> On one PC, I got time varying variance and covariance predictions as
> expected...
> 
> On the other PC, the predicted variances and covariance are wrong:
>   - the variances are equal to 1
>   - the covariance is time varying but not consistent with the
> estimation result above

I would recommend that Xinjia contacts Stata Technical Support at
tech-support@stata.com.  It would be most helpful if Xinjia could include the
log files from both machines, the do file used to create the logs, and the
dataset.  We will report our findings to the list.

-- Rafal
rraciborski@stata.com

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