convergence not achieved indicator

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anatoly_p
Posts: 1
Joined: Sat Mar 27, 2010 3:10 am

convergence not achieved indicator

Postby anatoly_p » Sat Mar 27, 2010 3:50 am

In a program I run ARCH-GARCH model in a loop.
How to discriminate cases when "convergence is not achieved"?
is there some (hidden?) indicator for the result of iterations?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: convergence not achieved indicator

Postby EViews Gareth » Sat Mar 27, 2010 9:24 am

Unfortunately not. The best you can do is freeze the equation output and check for the relevent non-convergence text in the output table.
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