Bivariate GARCH(1,1). Problem with "logl" - TIME-CRITICAL!!

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errdni
Posts: 2
Joined: Thu May 17, 2012 7:47 am

Bivariate GARCH(1,1). Problem with "logl" - TIME-CRITICAL!!

Postby errdni » Thu May 17, 2012 8:12 am

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 current coefficients at observation 2."

Can anybody explain as soon as possible, what should I do?

I attach the workfile that I had just before the command, I mentioned above.
And also full programm for my research.
Attachments
3.prg
(3.42 KiB) Downloaded 283 times
before the command.WF1
(59.06 KiB) Downloaded 214 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Bivariate GARCH(1,1). Problem with "logl" - TIME-CRITICA

Postby EViews Gareth » Thu May 17, 2012 8:20 am


errdni
Posts: 2
Joined: Thu May 17, 2012 7:47 am

Re: Bivariate GARCH(1,1). Problem with "logl" - TIME-CRITICA

Postby errdni » Thu May 17, 2012 9:40 am

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 :)


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