ARFIMA(1,d,0)-GARCH(1,1) error

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ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

ARFIMA(1,d,0)-GARCH(1,1) error

Postby ecofin » Wed Jan 13, 2016 10:02 am

hi,
when i estimate ARFIMA(1,d,0)-GARCH(1,1) error message " Fractional integration terms only allowed in equations estimated using the LS method ", how can estimate it? :cry:
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EViews Gareth
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Re: ARFIMA(1,d,0)-GARCH(1,1) error

Postby EViews Gareth » Wed Jan 13, 2016 10:04 am

EViews doesn't support ARFIMA in GARCH.
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ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

Re: ARFIMA(1,d,0)-GARCH(1,1) error

Postby ecofin » Wed Jan 13, 2016 10:07 am

thanks!
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