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- Tue Mar 20, 2012 8:58 am
- Forum: Graphics, Reports, and Other Output
- Topic: Understanding Garch Output
- Replies: 1
- Views: 7369
Understanding Garch Output
I used data to try and estimate a GARCH-M model using the garch command as below garch(regressors) 1 500 y #x and receive this as output: GARCH Model - Estimation by BFGS Convergence in 28 Iterations. Final criterion was 0.0000000 <= 0.0000100 Usable Observations 500 Log Likelihood -1137.12587183 Va...