Dear all R-users, I wanted to fit a Garch(1,1) model to a dataset by:>garch1 = garch(na.omit(dat))But I got a warning message while executing, which is:>Warning message: >NaNs produced in: sqrt(pred$e)The garch parameters that I got are:> garch1Call: garch(x = na.omit(dat)) Coefficient(s): a0 a1 b1 1.212e-04 1.001e+00 1.111e-14 Can any one please tell me that why got this message? What is the remedy? Thanks and Regards [[alternative HTML version deleted]]
Your example is not reproducible. Have you tried walking through the code line by line after "debug(garch)"? After you've tried that, if you'd still like help from this listserve, please submit a simple, self-contained / reproducible example, as suggested the posting guide! "www.R-project.org/posting-guide.html". hope this helps. spencer graves Arun Kumar Saha wrote:> Dear all R-users, > > I wanted to fit a Garch(1,1) model to a dataset by: > >> garch1 = garch(na.omit(dat)) > > But I got a warning message while executing, which is: > >> Warning message: >> NaNs produced in: sqrt(pred$e) > > The garch parameters that I got are: > > >> garch1 > > Call: > garch(x = na.omit(dat)) > > Coefficient(s): > a0 a1 b1 > 1.212e-04 1.001e+00 1.111e-14 > > Can any one please tell me that why got this message? What is the remedy? > > Thanks and Regards > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Dear all R-users, Previously I posted the same query in R-Help. But I haven't got the solution. So I am posting the same query again. It is my strong hope that I will get my solution this time. I wanted to fit a Garch(1,1) model to the following data set by:>garch1 = garch(dat)But I got a warning message while executing, which is:>Warning message: >NaNs produced in: sqrt(pred$e)dat 0.018078 -0.0017 0.019082 0.000448 0.006055 -0.02908 -0.0171 0.136383 - 0.01098 0.014523 -0.02504 -0.01261 -0.01301 -0.01937 0.031302 0.001924 0.016204 -0.01743 -0.00676 0.016391 0.037661 0.009682 -0.00311 0.034842 0.007326 0.004407 0.025833 0.013588 0.014807 0.030997 -0.02917 -0.01277 - 0.02489 0.003631 0.020853 0.001613 0.016834 0.144082 -0.01198 0.009475 - 0.00944 -0.00731 0.00854 -0.0211 -0.00037 -0.01354 -0.009 -0.00294 0.03639 0.005408 0.001024 -0.01789 -0.00682 -0.02709 0.015037 0.014098 -0.02083 - 0.00259 0.003773 -0.01239 0.002841 0.006787 -0.0069 -0.00729 0.003035 0.001797 0.000785 0.001065 0 -0.00062 -0.00022 0.000673 0.001064 0.000168 - 0.0019 0.000224 0.000224 0 -0.00022 0.000616 0 0.000448 0.000224 -0.00106 0.137144 0.00453 -0.00234 0.009654 0.017495 0.043445 0.036829 0.12604 - 0.06833 0.075942 -0.0157 0.012691 0.0006 0.011262 -0.01698 0.001169 0.035891 0.026974 -0.01448 -0.01285 0.010269 -0.00944 -0.00627 -0.02959 -0.00226 - 0.00658 -0.01566 0.002465 -0.00595 -0.00071 -0.02837 0.011752 0.000191 - 0.01585 0.003368 0.017396 -0.01288 -0.01559 -0.00301 0.009209 -0.00362 - 0.00477 -0.00588 0.011478 0.002748 0.01776 0.025986 -0.01573 -0.00452 - 0.01353 -0.01166 -0.01138 -0.00419 0.020279 -0.00736 -0.0178 0.017386 - 0.04783 -0.00973 -0.01211 -0.01552 0.020297 -0.00268 0.020165 -0.03628 0.004313 0.002682 0.009511 -0.0543 0.016064 0.020505 0.005516 0.02107 0.00809 0.021399 0.104238 -0.10466 0.025576 -0.00577 -0.01866 -0.00736 - 0.00443 0.004892 0.012944 0.015257 -0.00633 -0.01304 -0.0065 -0.00791 - 0.00226 0.033313 0.011476 -0.0111 -0.00365 0.033186 0.02298 -0.0037 0.002046 -0.01238 0.008637 -0.00032 -0.00685 -0.01352 -0.00169 0.011631 0.00227 0.003654 0.007346 0.001533 0.005212 0.009414 0.0202 0.011882 -0.00218 - 0.00316 7.54E-05 -0.02038 0.011471 -0.00396 -0.00658 0.006229 0.002735 - 0.00633 0.001307 -0.00802 -0.0007 -0.01103 0.008764 -0.00781 0.01373 - 0.00125 -0.01414 0.008101 0.001142 -0.011 0.010643 0.003889 0.006915 - 0.00304 -0.00221 0.003028 -0.00171 -0.00144 -0.00396 0.001579 -0.00854 - 0.00202 0.00621 0.01185 -0.01605 -0.0063 0.003573 0.001958 0.004974 -0.00326 0.005464 0.003653 -0.00027 0.00781 -0.00609 0.007569 -0.00209 0.001707 0.007578 0.008708 -0.00078 0.070744 -0.08202 -0.00271 0.018286 0.003212 0.00232 0.000183 0.034699 0.011807 -0.00204 0.000616 3.42E-05 0.014975 - 0.00183 0.010891 0.010186 -0.00403 0.01614 0.002654 -0.0057 0.005801 0.034555 0.00405 0.010423 -0.00521 -0.00558 -0.00762 -0.00405 0.001195 0.002731 -0.01309 -0.00283 0.004433 -0.0118 -0.01089 0.004808 -0.00773 0.006685 -0.00064 0.004273 0.038674 -0.02693 -0.02044 0.021999 0.007472 0.011074 -0.01286 0.00217 -0.00481 0.000436 0.000871 0.003755 0.003 0.00697 0.006982 -0.00576 -0.00119 -0.00242 -0.00257 -0.00242 0 -0.00808 0.001454 0.000958 0.000124 -0.01118 0.000406 -0.00976 -0.00117 -0.01069 -0.0011 - 0.00156 0.004814 -0.00563 0.004265 0.009255 -0.01358 -0.00346 0.003791 - 0.00395 -0.00068 0.005023 -0.00586 -0.00207 0.00035 0.0073 0.00158 0.006326 0.004164 0.011432 -0.0017 -0.00139 -0.00372 0.01356 0.014993 -0.00602 0.011983 -0.00898 -0.00183 0.008998 -0.00252 -0.00448 0.006338 0.002094 - 0.00744 0.000873 0.029343 -0.00155 0.005344 0.007062 0.004139 2.85E-05 0.00325 -0.00445 0.005597 0.004748 0.003125 0.002022 0.003193 0.002039 - 0.00017 0.005511 -0.00264 0.001279 8.34E-05 -0.00636 0 -2.83E-05 0.002344 0.005121 0.009747 0.001056 -0.0049 -0.00137 -0.00029 -0.00249 0.002091 0.010335 -0.00105 0.001502 -0.00051 -0.00113 0 -0.00023 -0.00098 0 0.008371 -0.01234 0.00058 0.002855 0.000115 0.007058 -0.00513 0.002124 -0.00169 - 0.00242 0.0021 -0.00164 -0.00154 -0.00889 -0.0047 -0.00306 -0.00979 -0.0031 0.001016 -0.00467 -0.00952 -0.00147 -0.00335 -0.00361 -0.02078 -0.00466 0.007358 0.012572 0.011018 -0.00369 0.004359 0.002006 -0.00955 0.002938 - 0.00314 0.001294 -0.00912 0.000123 -0.01086 9.36E-05 0.006065 -0.00311 0.004562 -0.0004 -0.00276 -0.01364 -0.0005 0.007126 0.004463 0.005373 0.000836 0.005802 0.001599 -0.01348 -0.01842 -0.0056 -0.00329 -0.00526 0.001253 -0.00813 0.004265 0.00694 0.005237 -0.00771 9.63E-05 -0.00019 0.005506 -0.00026 -0.00195 0.003003 0.001944 0.000699 0.000508 0.00073 0.000222 0.005727 0.001041 -0.00404 -0.01018 -0.00307 -0.00865 0.001065 - 0.00686 0.002142 0.000907 0.000162 0.003807 -0.00177 -0.00398 -0.00399 - 0.00117 0.002893 -0.00081 -0.00068 0.002409 -0.00639 -0.0062 -0.00617 0.005078 -0.00292 0.00226 -0.04239 0.003596 -0.00117 -0.00131 0.003765 0.000793 0.006592 -0.00123 0.001917 0.003005 0.001876 -0.0016 -0.00229 - 0.00347 0.002996 -0.00203 -0.00273 0.002313 -0.00431 0.000187 0.002663 - 0.0008 -0.00227 -0.00227 0.002352 -0.00614 -0.00791 0.003025 -0.00174 0.004621 0.004621 0.001327 -0.00105 -0.00344 0.003162 -0.00364 0.001658 - 0.00161 -0.00086 -0.00179 -0.00061 0.00453 -0.0006 -0.00529 -0.00458 -0.0019 0.001411 -0.00148 -0.00888 -0.00045 0.001676 -0.00194 0.002029 0.001394 0.001812 0.002699 -0.00207 0.005783 -0.00469 -0.00156 0.008546 -0.00837 - 0.01456 -0.02116 0.004523 -0.00673 -0.00626 -0.0145 -0.00313 -0.03585 - 0.02317 0.01289 -0.00122 -0.01519 -0.03454 0.008239 -0.00756 -0.00419 0.00629 -0.00236 -0.00498 0.004631 0.008615 0.01143 0.016818 -0.00412 - 0.00034 0.001046 -0.00774 -0.00239 -0.01782 -0.00428 0.005898 0.004978 - 0.00457 -0.00544 0.00923 -0.00402 -0.0076 0 0.003472 -0.00344 0.006295 0.006864 -0.00096 0.001192 -0.00498 0.001576 0.006863 0.004808 0.000976 0.00086 0.002033 0.002714 0.004112 0.008735 -0.00377 -0.0002 -0.01089 - 0.00402 0.003514 0.00171 -0.00351 -0.05464 0.003282 -0.00508 -0.00342 - 0.00253 0.006963 -0.00322 -0.00157 -0.00454 -0.00054 0.002806 -0.00057 0.002048 -0.00731 -0.0055 0.000986 -0.00087 -0.04326 0.04659 0.005094 0.004819 0.002076 -0.00465 -0.00352 -0.00294 -0.00307 0.00022 0.008688 0.001182 0.00087 0.00065 -0.00989 0.005141 -0.00655 -0.00632 -0.00965 - 0.00497 0.00045 0.004568 0.004253 0.016834 -0.01762 -0.00521 0.000328 - 0.00801 -0.00676 -0.00363 -0.00152 -0.00411 0.002059 -0.00764 -0.00746 0.001618 0.001951 0.004091 -0.00159 -0.00164 -0.0014 0.0044 -0.00114 0.002384 -0.00119 -0.00602 0.031675 0.006157 -0.00487 0.00327 0.006087 0.004132 0.001138 0.000126 0.013054 0.000779 -0.00075 -0.00842 -0.00612 - 0.0018 0.002125 -0.00157 0.003201 0.001785 -0.00291 -0.00028 -0.00676 0.000185 0.003607 0.001109 0.005279 0.000459 -0.0022 -0.00249 0.003486 - 0.00841 -0.00529 0.00237 0.003607 0.001737 0.004438 0.001153 -0.00184 - 0.00338 0.001567 -9.39E-05 0.002127 0.007596 -0.00028 -6.20E-05 -0.00165 - 0.00495 -0.00012 -0.00471 -0.00498 -0.00713 0.008507 0.001599 -9.40E-05 0.003224 0.002466 0.012423 -0.00262 0.001542 -0.00126 0.001264 -0.00361 - 0.00509 0.003538 -0.00419 -0.00022 0.002021 0.005543 -0.00649 0.004877 - 0.00034 0.000155 -0.00292 -0.00022 -0.00134 0.000249 -0.00193 0.000125 - 0.00225 -0.00718 -0.00949 0.01128 0.002425 -0.00035 -0.00397 -0.00662 0.003302 -0.00096 -0.00447 0.009146 0.0044 Can anyone tell me where the problem is? Thanks and regards [[alternative HTML version deleted]]