search for: g2005out

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2009 Feb 16
0
odd GARCH(1,1) results
...ot if someone could have a look at the output I posted at the end of this mail. Maybe there's something an experienced user might see at once. I also tried the garchFit function with nearly the same results. I'm very thankful for every answer. Please excuse my bad english. Helena > g2005out<-garch(g2005,order=c(1,1)) ***** ESTIMATION WITH ANALYTICAL GRADIENT ***** I INITIAL X(I) D(I) 1 2.214508e-03 1.000e+00 2 5.000000e-02 1.000e+00 3 5.000000e-02 1.000e+00 IT NF F RELDF PRELDF RELDX STPPAR D*STEP NPRELDF 0 1 -5.974e+03 1 6 -5.998e+03 3.91e-03 5.51e-03 3.6e-03 2.5e+08 3.6e-04...