On Sun, 29 Nov 2009, Davor Horvatic wrote:
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 ?
Thanks,
Davor
open djclose
series y = 100*ldiff(djclose)
scalar mu = 0.0
scalar omega = 1
scalar alpha = 0.4
scalar beta = 0.0
mle ll = check ? (-0.5*(log(h) + (e^2)/h)) : NA
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
The operator '&' is now strictly used for "taking the address" of
a variable; for boolean AND you must use "&&".
This has been the case since gretl 1.7.5 (see
http://gretl.sourceforge.net/Backward.html#v1-7-5 )
We didn't notice the instance in section 17.2 of the User's Guide
where '&' was used in the old way. Thanks for spotting this; it's
now fixed in CVS.
Allin Cottrell