Is there still a compatibility issue with eViews 9? I keep getting this result "Optimization failed: unable to evaluate objective at optimization starting values." and my rhos are all "NA."
Thanks.
Search found 2 matches
- Tue Jul 26, 2016 10:09 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 436873
- Sat Jul 23, 2016 3:54 pm
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 436873
Re: DCCGARCH11
Dear trubador,
I am new to this add-in. So I used S&P500 index and a China stock index as my practice sets. DCC GARCH worked except I don't have any value for conditional correlations. Would you help me figure out why?
Thank you,
Mr. Rags
I am new to this add-in. So I used S&P500 index and a China stock index as my practice sets. DCC GARCH worked except I don't have any value for conditional correlations. Would you help me figure out why?
Thank you,
Mr. Rags