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:

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