Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: ARCH


From   Yannick Goetschel <yannick.goetschel@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: ARCH
Date   Sun, 22 May 2011 21:54:03 +0100

HI
I am currently investigating the link between a particular stock y and the market index, S&P 500. 
I am trying to apply the ARCH model but I end up with the following message. "flat log likelihood encountered, cannot find uphill direction". I really dont know what to do. Any advice would be 
greatly appreciated. 

what ive done:
reg dly dlsap
estat archlm, lags(1)
arch dly dlsap, arch(1) garch(1)

Kind regards, 
Yannick



 		 	   		  
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index