The RATS Software Forum

Hello,

I am applying the GARCH instruction in a loop over 1000 simulated series and writing down the coefficients (%BEATA) in a file. I want to write down only those set of coefficients for which the GARCH model converges ( I guess the model does not converge for 200 series out of those 10000). Any suggestion how to do this?

Thanks.

S. Rahman

%CONVERGED is 1 after a GARCH instruction which converges and 0 otherwise, so you can test that and only do the WRITE instruction when %CONVERGED is 1.