logl
Posted: 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
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