[Gretl-users] gretl and GIG problems
What heppend in Gretl 1.9.0 on relation to GIG
http://www.shakty.org/code/sw.php?section=gig
I'm getting this error and before all worked all right:
? matrix results=gjrFit(rr1,1,1,null,null,1,2)
Proceeding with GJR by Glosten estimation.
Data error
error in function aparchFilter
tmp_ae = tmp_ae - filter( e, gvec)
error in function aparch
end mle
error in function garchmle
ret = aparch(depVar, meanRegressors, varRegressors, lagOrders,
garchInit, target, distrType, verbose, vcv)
error in function gjrFit
matrix ret = garchmle(depVar, alphaLag, betaLag, 3, null, 0, null,
meanRegressors, varRegressors, verbose, vcvtype)
thanks,
Davor