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Thanks. Patch installed; problem solved. Apologies if this patch has been available a while and I had you revisiting a problem you'd solved some time ago.

Actually the loglikelihoods for the CCC model (when the variable ordering is changed) appear rather too variable to be believable. Changing the variable ordering for the DVECH does not change the loglikelihoods to any real noticeable degree. For the CCC model, there are massive negative outlying val...

Thanks so much, that's a simple fix for me, I hope that you are able to find the "bug".

Workfile with the two systems included, as you can see there's just zeros for the loglikelihoods in the CCC case.

Thanks.

Thanks for the prompt response. Workfile attached, but it doesn't have the system spec saved within it, so I have included the two "stats" output files (.csv) that were saved out from the results of the two ARCH system estimations. In both cases, I used the default Marquardt algorithm with...

Eviews 8 I have a 3 x 3 garch(1,1) model (no threshold term), with four exogenous variables in the variance equation, and some dummy variables and AR terms in the mean equation. I can estimate it fine (Marquardt / Normal) using both the in-built DVECH (rank 1) and CCC system ARCH routines. For the D...

Thanks for the prompt reply, Gareth, but I'm none the wiser. I'm aware from other programming environments that these problems are usually related to how one sets up the sample period, but I think I've followed the examples properly. Anyway, I've attached the program file and the two estimation outp...

I am transferring from econometrics coding in TSP and RATS to Eviews and to help me learn the differences I am trying to replicate the output from the in-built ARCH routines using the ml command on a logl written in a .prg. I have used the posted trivariate GARCH in mean to run a univariate GARCH(1,...