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Example GARCH(1, 1)

Posted: Sat Jul 11, 2015 1:29 am
by janvanderpeet
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

Re: Example GARCH(1, 1)

Posted: Sat Jul 11, 2015 8:09 am
by startz
r should be a series in your workfile

Re: Example GARCH(1, 1)

Posted: Tue Jul 14, 2015 3:00 am
by janvanderpeet
Hi Startz,
Thank you very much for your reaction.

kind regards,
janvanderpeet