Error message in the bv_garch.prg

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Error message in the bv_garch.prg

Postby muntu » Wed Oct 29, 2008 3:06 am

Hi there ,

I am try to use the example program on the web call bv_garch.prg to run the BEKK Garch estimation for two series stock and bonds. When execute the program it gives me error message: saying " ARCH estimation must have continous sample". I don't undestand what it means, since the series have equivalent observations period. Please assists.

EViews Gareth
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Re: Error message in the bv_garch.prg

Postby EViews Gareth » Wed Oct 29, 2008 8:04 am

That error message means that you either have NAs in your data somewhere, or that you have the current sample set to be a non-continuous sample.
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