morning,
Does anyone know how to resolve this kind of problem:
Missing values in @logl series at current coefficients at observation 1/02/2002 in "do_garch.ml(showopts,m=250,c=1e-6)"
But,there is no missing value at the very date.
thanks!
need help
Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: need help
There probably are missing values in the log-likelihood series due to bad starting values or a bad likelihood specification. A very simple example of this would be taking the log of a series as part of the log-likelihood evaluation. If the series has negative values, the log-likelihood will have missing values, even though the raw data does not.
Who is online
Users browsing this forum: No registered users and 2 guests
