Re: [Gretl-users] maximum like. conditions
Here is complete output, I took example from
user-guide and added restriction from previous section
gretl version 1.8.6
Current session: 2009-11-29 11:30
? open djclose
Read datafile C:\Program Files\gretl\data\misc\djclose.gdt
periodicity: 5, maxobs: 2528,
observations range: 1980/01/02-1989/12/29
Listing 2 variables:
0) const 1) djclose
? series y = 100*ldiff(djclose)
Generated series y (ID 2)
? scalar mu = 0.0
Generated scalar mu = 0
? scalar omega = 1
Generated scalar omega = 1
? scalar alpha = 0.4
Generated scalar alpha = 0,4
? scalar beta = 0.0
Generated scalar beta = 0
? mle ll = check ? (-0.5*(log(h) + (e^2)/h))
? series e = y - mu
? series h = var(y)
? series h = omega + alpha*(e(-1))^2 + beta*h(-1)
? scalar check = (alpha>0) & (beta>0)
? params mu omega alpha beta
? end mle
Syntax error in command line
Error executing script: halting
end mle
On 29.11.2009. 11:57, Sven Schreiber wrote:
Davor Horvatic schrieb:
> I'm working with different GARCH models and I trying to determine
> parameters.
> For test case I took example from user guide and applied restirction to the
> parameters as stated in user manual, code is in the end of the mail. All
> I get
> is:
>
> Syntax error in command line
> Error executing script: halting
>
> What am I doing wrong ?
>
could you paste the entire output? then it would be easier to see where
the error occurs.
-sven
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