Problem with the LOGL function (likelihood estimation)

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neozen1
Posts: 2
Joined: Thu Jul 16, 2009 3:47 am

Problem with the LOGL function (likelihood estimation)

Postby neozen1 » Thu Jul 16, 2009 10:41 am

Hello!
Sorry for my bad English, I am French.
I am using Eviews 5 and I have a problem using the logl function.
My problem is I can not solve any likelihood maximisation problem because Eviews always indicates a missing values error when I launch the estimation (the error message is: "Missing values in @logl series at current coefficients at observation X").
I tried to estimate likelihood parameters on very simple datasets (with only 3 values, so I am sure there are no NA's) but it has never worked. The likelihood fonction is quite simple:

Code: Select all

@logl logl1 res = d(cac40) - c(1) var = c(2) @param c(1) 0.5 c(2) 1 logl1 = log(@dnorm(res/@sqrt(var))) - log(var)/2
I checked the residus and logl values, I also paid attention to the sample range and I specified starting points in the likelihood specifications.
But I could not find a solution.
So can you tell me where the error is?
I put the workfile I am working on in attachment
Thank you for your help!
cac40.wf1
Workfile with LOGL use
(8.64 KiB) Downloaded 316 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Problem with the LOGL function (likelihood estimation)

Postby EViews Gareth » Thu Jul 16, 2009 11:00 am


neozen1
Posts: 2
Joined: Thu Jul 16, 2009 3:47 am

Re: Problem with the LOGL function (likelihood estimation)

Postby neozen1 » Thu Jul 16, 2009 10:52 pm

I carefully read the previous messages and I found a solution.
Thank you!


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