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Good Day!

I have such problem during forecasting. My model is
mean equation: msft_r c nasdaq_r
GARCH(1,2), no variance regressors.

When I try to do static forecast i get the error "Square root of negative number".
Note: this problem is reproduced for some sample periods, and for some others - isn't reproduced.
What's the reason ot it? Help me, please.

Best regards

Good morning,

I've noticed there are many forum entries regarding 'Square root of negative number' errors in a GARCH context.

However, I've run into this error when trying to create Impulse Response Functions from a Mixed Frequency VAR.

Can anyone explain why this may be? I've attached the workfile if that makes it easier.

Appreciate any help able to be provided.

Thanks!

Michael