Dear Allin
I installed CVS for windows downloaded yesterday and run the package
"GJR-garchm." There were no error message but this time I got normal
results with an error message:
Warning: generated missing values
I then test the gretl (built by myself) under my ubuntu 8.04 with the
same command
open djclose
series r=ldiff(djclose)*100
ret = garchm(r, 1, 1, null, 0, 0, 0, 0, 0.7, 0, 0, null, null)
But I got another error message:
Warning: pow: Numerical result out of range
I do not quiet understand the meanings and differences of these two
error messages.
After some debugging, it seems to stem winthin MLE estimation.
Do you have any clue or what can I do to clarify the potential issue?
Yi-Nung Yang