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by Schijthoos
Sat May 05, 2012 6:15 am
Forum: EViews 5 and Earlier
Topic: GARCH (1,1) estimation issue
Replies: 3
Views: 3303

Re: GARCH (1,1) estimation issue

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!
by Schijthoos
Fri May 04, 2012 10:34 am
Forum: EViews 5 and Earlier
Topic: GARCH (1,1) estimation issue
Replies: 3
Views: 3303

GARCH (1,1) estimation issue

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 ...

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