Hello Mandar,
I'm not a GARCH specialist and so am ill-equipped to resolve your query,
but although you've provided the data, I don't think anybody can answer you
without seeing your code and resulting output.
Yours with thanks,
Clive Nicholas
On 17 March 2018 at 23:00, mandar phatak <mandarpriya(a)gmail.com> wrote:
Sir,
I faced a strange problem in while performing GARCH (1, 1) in Gretl for
daily log returns for historical data on bitcoin it said convergence could
not be met, but when i used GARCH variants everything is working well. So
its a humble request kindly provide me where i am doing a mistake. Secondly
i was trying use the multivariate GARCH in Gretl as now there is a package
available using BEKK. As i felt since i have the historical data on log
daily returns for euro( against dollar ) it will great to see the
multivariate Garch. but there also it said error in line 7.
So a humble request to kindly guide me in resolving these problems.
Thanking you
With Regards,
Mandar Priya Phatak
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--
Clive Nicholas
"My colleagues in the social sciences talk a great deal about methodology.
I prefer to call it style." -- Freeman J. Dyson