Dear Stata experts,
I am not new for Stata, but new for MGARCH.
I would like to apply MGARCH.
The dataset is as follows, daily data.
But not all days have actual value, "0" means no trade for this day.
Can I proceed to apply MGARCH?
Your suggestion would be greatly appreciated.
Thank you in advance.
Hiroshi KAMEYAMA
KAGAWA Univ., Japan
t soymeal soybean corn time
1 0 6.7998916 5.857933 02jul2007
2 0 6.7824755 5.823046 03jul2007
3 5.462984 0 0 04jul2007
4 5.4493202 6.7872811 5.836272 05jul2007
6 5.4506092 0 0 07jul2007
7 5.4548937 0 0 08jul2007
8 0 6.8046145 5.858647 09jul2007
9 0 6.824917 5.877736 10jul2007
to
1895
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