Code: Select all
@logl logl1
res = er - c(1) - c(2)*var - c(3)*var*D - c(4)*tr
LOG(var) = C(5) + C(6)*ABS(RESID(-1)/@SQRT(var(-1))) + C(7)*RESID(-1)/@SQRT(var(-1)) + C(8)*LOG(var(-1)) + C(9)*op+ C(10)*pe + C(11)*RF
logl1 = log(@dnorm(res/@sqrt(var))) - log(var)/2
However, i get this information
Missing values in @LOGL series at current coefficients at observation 6/02/1989
So, can some experts tell me why and how to solve it?