MGARCH
Posted: Wed Oct 10, 2012 3:14 am
Hi, I am running a multivariate Garch model to my data. It seems that my code doesn't work well. It says that "missing values in @LOGL series at current coefficient at observation 1964Q4 in 'DO_BVGARCH.ML(SHOWOPTS,M=100,C=1E-5)'"
I cannot find why I always got that bug and how do I correct it.
thanks,
Data and code are attached below.
I cannot find why I always got that bug and how do I correct it.
thanks,
Data and code are attached below.