Am 27.09.2019 um 08:53 schrieb Burak Korkusuz:
I am trying to rolling windows forecasting with GARCH model. I have
codes for that but it is not working. Does anyone know what is the
issue? I have obs. 1-2409.
smpl 23 500
GARCH_11<=garch 1 1 ; return const -q
If this line is supposed to do assignment to a named model it should be
"<-" instead of "<=".