An error using maximize function

Use this forum to post questions about syntax problems or general programming issues. Questions on implementing a particular aspect of econometrics should go in "Econometrics Issues" below.
Post Reply
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: An error using maximize function

Unread post by TomDoan »

This is covered in Section 4.15 of the User's Guide. You can't start in 1975:1 because there are no lags for u and h. (You also have to make sure that your guess values allow the function to be computed).
Top
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: An error using maximize function

Unread post by TomDoan »

Is there any significant "GARCH" effect in that data? There usually is at best a weak GARCH effect in quarterly data, and if there is no GARCH, there is no "M" effect.
Top
Post Reply

Return to “Help With Programming”