Displaying 3 results from an estimated 3 matches for "reldx".
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2011 Jul 13
1
AR-GARCH with additional variable - estimation problem
...not finish the estimation. This is what it
shows:
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
I INITIAL X(I) D(I)
1 4.747742e-04 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 -3.241e+03
1 9 -3.241e+03 6.72e-06 1.38e-05 4.7e-05 2.0e+09 4.7e-06
1.37e+04
2 16 -3.242e+03 8.84e-05 1.18e-04 1.3e-01 2.0e+00 1.6e-02
8.77e-02
3 20 -3.244e+03 6.76e-04 5.37e-04 6.9e-01 1.3e+00 2.6e-01
8.00e-03
4 22 -...
2009 Feb 16
0
odd GARCH(1,1) results
...sults.
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 6.90e+05
2 7 -6.000e+03 3.19e-04 6.17e-04 3.1e-03 2.0e+00 3.6e-04 5.50e+02
3 8 -6.001e+03 2.76e-04 2.98e-04 3.5e-03 2.0e+00 3.6e-04 5.21e+02
4 13 -6.161e+03 2.59e-02 3.79e-02 4.8e-01 2.0e+00 9.3e-02 5.07e+...
2002 Apr 29
2
tseries package segmentation fault (PR#1497)
...100])
> x.arch <- garch(x, order = c(0,2))
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
I INITIAL X(I) D(I)
1 0.332467E+00 0.100E+01
2 0.500000E-01 0.100E+01
3 0.500000E-01 0.100E+01
IT NF F RELDF PRELDF RELDX STPPAR D*STEP NPRELDF
0 1 -0.993E+02
1 3 -0.148E+03 0.33E+00 0.40E+00 0.1E+00 0.6E+04 0.1E+00 0.12E+04
2 5 -0.186E+03 0.21E+00 0.24E+00 0.2E+00 0.8E+01 0.1E+00 0.13E+04
3 6 -0.208E+03 0.10E+00 0.14E+00 0.2E+00 0.1E+02 0.1E+00 0.50E+02
4...