Example GARCH(1, 1)

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janvanderpeet
Posts: 10
Joined: Sun Nov 04, 2012 3:11 am

Example GARCH(1, 1)

Postby janvanderpeet » Sat Jul 11, 2015 1:29 am

When I try to run example GARCH(1, 1) and enter r c in edit box Mean Equation Specification as indicated in the example I get error "r is not defined".
Where should I define it and how?


janvanderpeet
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Example GARCH(1, 1)

Postby startz » Sat Jul 11, 2015 8:09 am

r should be a series in your workfile
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janvanderpeet
Posts: 10
Joined: Sun Nov 04, 2012 3:11 am

Re: Example GARCH(1, 1)

Postby janvanderpeet » Tue Jul 14, 2015 3:00 am

Hi Startz,
Thank you very much for your reaction.

kind regards,
janvanderpeet
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