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Forecasting with EGARCH-M

Posted: Tue Oct 21, 2008 11:26 pm
by socrates_plato
I am trying to forecast in and out of sample inflation using a egarch(1,2)-m model. i can forecast using egarch(1,1)-m with no problems but everytime i try the first model i get an "overflow error" pop up. Can anyone help?

Re: Forecasting with EGARCH-M

Posted: Wed Oct 22, 2008 8:09 am
by EViews Gareth
Overflow messages generally indicate that something has blown up (a number has got too large). You could possibly try to rescale your data.