Displaying 1 result from an estimated 1 matches for "g2005out".
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...