EViews.com

Hi, i need help on this, im actually new to eviews and im trying to use BV GARCH somehow the error appears in my result as follow:

ARCH estimation requires a continuous sample in "EQUATION EQ2.ARCH(M=100,C=1E-5) Y2 C".
EQ2 is not defined in "MU(2)= EQ2.C(1)".
EQ2 is not defined in "OMEGA(3)=EQ2.C(2)^.5".
EQ2 is not defined in "ALPHA(2) = (EQ2.C(3))^.5".
EQ2 is not defined in "BETA(2)= (EQ2.C(4))^.5".
Missing values in @LOGL series at current coefficients at observation 1/03/1996 in "DO_ BVGARCH.ML(SHOWOPTS, M=100, C=1E-5)".
LogL estimates are not valid in "SHOW BVGARCH.OUTPUT".
LogL estimates are not valid in "SCALAR LR = -2*( EQ1.@LOGL + EQ2.@LOGL - BVGARCH.@LOGL )".
LR is not defined in "SCALAR LR_PVAL = 1 - @CCHISQ(LR,1)".


please help me on this matter. what does the error mean?

TQ in advance

The first error indicates you have a non-continuous data set. Probably due to NAs.

I found the solution for the 1st five errors already. Thank you.

How about the 6th error and the rest? What should I do with that?

Missing values in @LOGL series at current coefficients at observation 1/03/1996 in "DO_ BVGARCH.ML(SHOWOPTS, M=100, C=1E-5)".
LogL estimates are not valid in "SHOW BVGARCH.OUTPUT".
LogL estimates are not valid in "SCALAR LR = -2*( EQ1.@LOGL + EQ2.@LOGL - BVGARCH.@LOGL )".
LR is not defined in "SCALAR LR_PVAL = 1 - @CCHISQ(LR,1)".

Pretty self-explanatory. The log-likelihood cannot be evaluated at the starting values you are using.

Can you please specify how to solve this error:

LR is not defined in "SCALAR LR_PVAL = 1 - @CCHISQ(LR,1)".

Would be most helpfull!!

BR
Dennis

You don't have an object called "LR".