[Gretl-users] "iterative" garch

Dear gretl-users, I have the following script: " matrix ctest = {} loop i = 0..150 eleje = 1 + 25*$i vege = 250 + 25*$i smpl eleje vege garch 1 1 ; r_DJ r_DJ(-1) c = $coeff uev = c[3]/(1-c[4]-c[5]) iter = $i + 1 matrix identif = eleje ~ vege ~ uev matrix ctest = ctest | identif endloop print ctest " I want to "push a time window" through my observations, fit a model and store some values. The problem is I get errors like: loop: i = 21 ? eleje = 1 + 25*21 ? vege = 250 + 25*21 ? smpl eleje vege Full data range: 1970/12/31 - 2010/07/27 (n = 10324) Current sample: 1973/01/04 - 1973/12/19 (n = 250) ? garch 1 1 ; r_DJ r_DJ(-1) Matrix is not positive definite It does not matter what model or time series I use, the iteration gets stuck somewhere. In this case in loop 21, sometimes sooner, sometimes later. I tried to use different window sizes etc, without any luck. Please let me know if you have any suggestions. Thank you: Daniel