I made trivariate VAR BEKK garch model including exchange and bond and stock markets with exogenous variable(FSI) in both mean equation and conditional variance equation.
whenever I runned my program, the program log pops up as follows; “Missing values in @LOGL series at current coefficients at observation 1998M06 in "DO_ TVGARCH.ML(SHOWOPTS, M=1000, H, B)".
LogL estimates are not valid in "SHOW TVGARCH.OUTPUT".
my sample period is From 1998m04 to 2011m08.
what is my problem?
I upload my data and program,
can you specify and correct my errors?
I will desperately yearn for hep as soon as possible!
For posting your own programs to share with others
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 3 guests