***** ESTIMATION WITH ANALYTICAL GRADIENT *****
I INITIAL X(I) D(I)
1 0.389259E-03 0.100E+01
2 0.500000E-01 0.100E+01
3 0.500000E-01 0.100E+01
IT NF F RELDF PRELDF RELDX STPPAR D*STEP NPRELDF
0 1 -0.830E+03
1 8 -0.830E+03 0.43E-06 0.95E-06 0.1E-04 0.8E+09 0.1E-05 0.36E+03
2 18 -0.831E+03 0.13E-02 0.22E-02 0.5E+00 0.2E+01 0.1E+00 0.20E+00
3 21 -0.835E+03 0.48E-02
0.43E-02 0.7E+00 0.1E+01 0.4E+00 0.63E-01
4 23 -0.836E+03 0.19E-02 0.13E-02 0.4E-01 0.2E+01 0.4E-01 0.80E-01
5 26 -0.839E+03 0.27E-02 0.31E-02 0.9E-01 0.2E+01 0.1E+00 0.13E+01
6 27 -
0.839E+03 0.88E-03 0.26E-02 0.8E-01 0.2E+01 0.1E+00 0.31E+00
7 36 -0.840E+03 0.50E-03 0.12E-02 0.6E-05 0.4E+01 0.8E-05 0.74E-02
8 37 -0.840E+03 0.29E-04 0.28E-04 0.5E-05 0.2E+01 0.8E-05
0.37E-02
9 38 -0.840E+03 0.36E-06 0.18E-05 0.5E-05 0.2E+01 0.8E-05 0.35E-02
10 46 -0.841E+03 0.11E-02 0.19E-02 0.5E-01 0.8E+00 0.7E-01 0.35E-02
11 48 -0.843E+03 0.22E-02 0.22E-02
0.4E-01 0.9E+00 0.7E-01 0.15E-01
12 50 -0.846E+03 0.41E-02 0.46E-02 0.7E-01 0.1E+01 0.1E+00 0.73E-01
13 52 -0.847E+03 0.14E-02 0.19E-02 0.2E-01 0.2E+01 0.5E-01 0.11E-01
14 53 -0.848E+03
0.14E-02 0.16E-02 0.2E-01 0.2E+01 0.5E-01 0.10E-01
15 55 -0.849E+03 0.23E-03 0.29E-03 0.3E-02 0.2E+01 0.5E-02 0.57E-02
16 58 -0.849E+03 0.90E-03 0.15E-02 0.2E-01 0.1E+01 0.3E-01 0.67E-02
17 60 -0.849E+03 0.55E-04 0.13E-03 0.4E-02 0.1E+01 0.1E-01 0.27E-03
18 62 -0.849E+03 0.24E-05 0.57E-05 0.8E-03 0.8E+00 0.2E-02 0.91E-05
19 64 -0.849E+03 0.11E-06 0.20E-05 0.3E-03
0.1E+01 0.7E-03 0.30E-05
20 65 -0.849E+03 0.23E-06 0.38E-06 0.1E-03 0.9E+00 0.3E-03 0.69E-06
21 78 -0.849E+03 -0.20E-12 0.48E-13 0.1E-13 0.2E+06 0.2E-13 0.23E-06
***** FALSE CONVERGENCE *****
FUNCTION -0.849489E+03 RELDX 0.114E-13
FUNC. EVALS 78 GRAD. EVALS 21
PRELDF 0.477E-13 NPRELDF 0.231E-06
I FINAL X(I) D(I) G(I)
1 0.167570E-05 0.100E+01 0.188E+04
2 0.630399E-01 0.100E+01 0.113E+01
3 0.944707E+00 0.100E+01 0.364E+00
Call:
garch(x = x, order = c(1, 1))
Coefficient(s):
a0 a1 b1
1.676e-06 6.304e-02 9.447e-01
Warning message:
NANs... in: sqrt(pred$e)
but in gretl
The convergence criterion was not met.
i read previous article 'convergence is not met' and i know two assistence.
first. Includeing suitable indepedent variable...
but i just want analysis only 245 data
second . transfomation
this data already log-diffrential transformation. how can i saw a result. not adjust includeing variable.
thank u for reading my dumb mail. i wait you warth answer... ^^;
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