Forecasting with EGARCH-M

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socrates_plato
Posts: 1
Joined: Tue Oct 21, 2008 11:02 pm

Forecasting with EGARCH-M

Postby socrates_plato » Tue Oct 21, 2008 11:26 pm

I am trying to forecast in and out of sample inflation using a egarch(1,2)-m model. i can forecast using egarch(1,1)-m with no problems but everytime i try the first model i get an "overflow error" pop up. Can anyone help?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Forecasting with EGARCH-M

Postby EViews Gareth » Wed Oct 22, 2008 8:09 am

Overflow messages generally indicate that something has blown up (a number has got too large). You could possibly try to rescale your data.
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