First of all, thanks for your help. I searched around and played with the starting values, but the error keeps comping up wheter i select OLS, .8,.5,.3 or 0.
I'm totally in the dark here!
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- Fri May 04, 2012 10:34 am
- Forum: EViews 5 and Earlier
- Topic: GARCH (1,1) estimation issue
- Replies: 3
- Views: 3915
Hi all, When trying to perform GARCH(1,1) volatility updating to a series of 5540 observations of lognormalreturns, I get the error "log of non positive number". As the manual says GARCH models the mean of a conditional variable. As the returns are my variable, i can't use the prices. Can ...