Bivariate GARCH(1,1). Problem with "logl" - TIME-CRITICAL!!
Posted: Thu May 17, 2012 8:12 am
Hello!
I followed the example program of bivariate GARCH (1,1), which I found after EVIews 7 installation.
Everything had been clear until Logl estimating process.
...
I wrote a command:
smpl s1
bvgarch.ml(showopts, m=100, c=1e-5)
And then I got the error:
"Missing values in @LOGL series at current coefficients at observation 2."
Can anybody explain as soon as possible, what should I do?
I attach the workfile that I had just before the command, I mentioned above.
And also full programm for my research.
I followed the example program of bivariate GARCH (1,1), which I found after EVIews 7 installation.
Everything had been clear until Logl estimating process.
...
I wrote a command:
smpl s1
bvgarch.ml(showopts, m=100, c=1e-5)
And then I got the error:
"Missing values in @LOGL series at current coefficients at observation 2."
Can anybody explain as soon as possible, what should I do?
I attach the workfile that I had just before the command, I mentioned above.
And also full programm for my research.