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st: different mgarch vcc predicted variance results on different pc's


From   rraciborski@stata.com (Rafal Raciborski, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   st: different mgarch vcc predicted variance results on different pc's
Date   Fri, 25 Oct 2013 09:19:06 -0500

We found out that the update to Stata 13 dated 19sep2013 affected -predict-
after -mgarch vcc- in the following way:

1. When option -variance- was specified, -predict- would produce conditional
correlations.  The predicted conditional correlations were not correct.

2. When option -correlation- was specified, the predicted conditional
correlations were not correct.

We will fix this in the next ado update.

-predict- after -mgarch ccc-, -mgarch dcc-, and -mgarch dvech- is unaffected.

-- Rafal
rraciborski@stata.com
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