Search found 4 matches

by inaani
Mon May 26, 2014 12:57 pm
Forum: Estimation
Topic: Missing values in LOGL series under Bi-variate GARCH
Replies: 28
Views: 25119

Re: Missing values in LOGL series under Bi-variate GARCH

startz wrote:You might consider making an undated workfile.



Thank you startz, but I think that without the sample I can't generate nothing. I saw some discussions in this forum about deleting the NA values from the workfile but I didn't understood how to do it
by inaani
Mon May 26, 2014 9:07 am
Forum: Estimation
Topic: Missing values in LOGL series under Bi-variate GARCH
Replies: 28
Views: 25119

Re: Missing values in LOGL series under Bi-variate GARCH

I do not know of any special or specific way of importing data from that source. You should also provide more and detailed information as to what you mean by "some problems". First of all I want to thank you for the response. The problem is that when I download the stock index prices on e...
by inaani
Sat May 24, 2014 7:52 am
Forum: Estimation
Topic: Missing values in LOGL series under Bi-variate GARCH
Replies: 28
Views: 25119

Re: Missing values in LOGL series under Bi-variate GARCH

As I already mentioned in this post and have reiterated here , this is an issue of sample adjustment. Since you are using fx(-1), you loose the observation at the beginning. All you have to do is change the following line: sample s2 3 @last Other than that, in order to ease estimation and/or conver...
by inaani
Fri May 23, 2014 8:27 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 89597

Re: Dynamic conditional correlation multivariate GARCH

Dear all, a'm a new user of eviwes 5 an i'm trying to estimate a dcc bivariate Garch. I used the code that i found in this forum but it seems that there's something wrong because i have problems when i try to estimate the logl, the error message is:" missing values in @logl at current coefficie...

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