Square root of negative number

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Lyubov
Posts: 19
Joined: Mon Mar 28, 2011 4:06 am

Square root of negative number

Postby Lyubov » Sun May 29, 2011 4:51 am

Good Day!

I have such problem during forecasting. My model is
mean equation: msft_r c nasdaq_r
GARCH(1,2), no variance regressors.

When I try to do static forecast i get the error "Square root of negative number".
Note: this problem is reproduced for some sample periods, and for some others - isn't reproduced.
What's the reason ot it? Help me, please.

Best regards

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12295
Joined: Tue Sep 16, 2008 5:38 pm

Re: Square root of negative number

Postby EViews Gareth » Sun May 29, 2011 5:19 pm

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manthonisz
Posts: 9
Joined: Tue Nov 11, 2014 10:32 pm

Re: Square root of negative number

Postby manthonisz » Tue Oct 08, 2019 5:00 pm

Good morning,

I've noticed there are many forum entries regarding 'Square root of negative number' errors in a GARCH context.

However, I've run into this error when trying to create Impulse Response Functions from a Mixed Frequency VAR.

Can anyone explain why this may be? I've attached the workfile if that makes it easier.

Appreciate any help able to be provided.

Thanks!

Michael
Attachments
service sector.wf1
(143.32 KiB) Downloaded 2 times


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