Error message in the bv_garch.prg

[muntu]

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]

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.