logl

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styx
Posts: 11
Joined: Mon Oct 21, 2013 5:59 am

logl

Postby styx » Thu Dec 18, 2014 6:26 am

Hello,

I've specified the following logl:

@logl logl1
res=log(vix)-c(1)*(c(2)+log(vix(-1)))
var=c(3)*(c(4)+var(-1))+c(5)*var*r2
logl1 = log(@dnorm(res/@sqrt(var))) - log(var)/2

Could you tell me why it does not want to work? It says 'Missing values in @Logl series at current coefficients at current observation...'.

Thank you.
Best,
Peter



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