EViews.com

Hi, I am running a multivariate Garch model to my data. It seems that my code doesn't work well. It says that "missing values in @LOGL series at current coefficient at observation 1964Q4 in 'DO_BVGARCH.ML(SHOWOPTS,M=100,C=1E-5)'" I cannot find why I always got that bug and how do I correct...

Thanks very much! For the starting values, I followed the previous examples. Could you possibly suggest me some good starting values or how do I do to make some?
thanks,

Hi, I am a newer Eviews programming user. I want to estimate a multivariate garch in mean model but my code seems not working. The error message says "overflow". I checked my code several times but it seemd ok. Is it because of the data themselves not fitted or there are some bugs in the c...

I am quite new user to Eviews. In the attached, I tried to run the system GMM estimation by writting down the equations in the system object and then clicking estimate botton. However, Eviews always show that ''no valid observations in equation...'. I checked my data and there is no problem of them....

Hi, Trubador, thanks for your reply and it worked on the edited workfile based on your advice. However, there is one more problem that Missing values in @LOGL series at current coefficients at observation 1965Q4 in ‘DO_MVGARCH.ML(SHOWOPTS,M=100,C=1E-5)’ in my code. I guess that it is connected to ad...

Thanks for you reply. I spent days modifying my code and got it done finally. I think my code is ok now but it still gets the problem that attempt to raise a negative number to a non integer power in 'OMEGA(1)=(EQ1.C(2))^.5' when I am running it. I have no idea why I got this bug. Thanks very much. ...

Thanks for you reply, Trubador. in your code from a simple bi-variate garch model, the mean equation is y = mu + H*lambda + res where lambda is a 2 x 1 column vector and H is a 2 x 2 symmetric matrix with H(1,1) and H(2,2) defined as variance of y1 and y2 as well as H(1,2) defined as covariance of y...

Hi, thanks for your reply. In fact, I had looked through the one you mentioned before posting my question here. My code is a modification of a sample program of trivariate garch provided by EViews. For my specific trivariate GARCH in mean model, it includes covariance terms in the mean equation. Thu...

Hi, I am trying to run an estimation of multivariate GARCH in mean model (BEKK) using programming and my code is as follows. Running the program, I got bug as 'overflow'. I do know some parts of my code are wrong but have no idea where they are and how to get rid of them. Thanks for helping me to ch...