I resolved this problem! I should have set the first observation of a sample "s0" a period after the first observation of a range of all the data; and, of course, then shift "s1".
But, anyway, thank you :)
Search found 2 matches
- Thu May 17, 2012 9:40 am
- Forum: Programming
- Topic: Bivariate GARCH(1,1). Problem with "logl" - TIME-CRITICAL!!
- Replies: 2
- Views: 3541
- Thu May 17, 2012 8:12 am
- Forum: Programming
- Topic: Bivariate GARCH(1,1). Problem with "logl" - TIME-CRITICAL!!
- Replies: 2
- Views: 3541
Bivariate GARCH(1,1). Problem with "logl" - TIME-CRITICAL!!
Hello! I followed the example program of bivariate GARCH (1,1), which I found after EVIews 7 installation. Everything had been clear until Logl estimating process. ... I wrote a command: smpl s1 bvgarch.ml(showopts, m=100, c=1e-5) And then I got the error: "Missing values in @LOGL series at cur...