GARCH (1,1): problems with tarch function
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Hello,
I am trying to compute GARCH (1,1) forecast using MLE toolbox and keep getting the following error messages:
Error in tarch (line 93) [p,o,q,error_type,tarch_type,startingvals,options]=tarch_parameter_check(epsilon, p, o, q, error_type, tarch_type);
Error in E91cFTSE100Garch11 (line 23) [parameters,LL,ht]=tarch(nret,1,0,1,'NORMAL',2);
I have all tarch functions on my file path.
I would appreciate any help.
Regards
Anthony
1 Comment
Roger Wohlwend
on 24 Aug 2015
You have to tell us what the error message is. Right now we only know where the error occurs, but we cannot help you if we don't know what kind of error it is.
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