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Hi,

I am trying to run a GARCH model for a series assets returns that start a different dates. First I created the WF as a regular 5 day-weeks but got a message saying that GARCH needs continuous time to work (I don't even know what that means, I tried replacing the NA for 0 and still didn't work). Then I tried creating an unstructured WF and then used Proc/Structure-Resize current page/ using the Dated - specified by series option and it worked for one page (and the GARCH did run), but then I created another page using the same procedure, but got a message saying:

Date series has no duplicates or gaps. Converting to regular frequency

and as a consequence, the GARCH does not work in this page.

I can't use pagecontract<>return_series_X because that would delete observations from other series that may not have an NA there.

Can anybody please tell me how to solve this please? Or what is the proper way to import the data/create the WF to avoid this problem?

Thanks.
(I attach the WF, the page ind is where it does work, fx is one where it doesn't).

Probably due to internal NAs in the data rather than the actual structure of the page.

Probably due to internal NAs in the data rather than the actual structure of the page.

But shouldn't it work once I replace the NA for 0's?

Yes.

Yes.

Hi,

This is the code of what I am trying to do in the workfile I previously attached: But I am still getting the same error, why? If I already replaced the NA with 0's.

Works fine for me.

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