Hello, I just tried to work with the provided GJR-garch function package. There seems to arise a problem if range of periods is restricted. Changing the first observation leads to the error: error in function garchm  > end mle As soon as the original date is restored, the problem does not arise anymore. Best, Artur _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

Artur Please try newly uploaded ver. 1.1 of GJR-garchm. It will be nice to hear your report after testing. Yi-Nung Yang 2010/2/3 Artur T. <artur.tarassow(a)googlemail.com&gt;: > Hello, > > I just tried to work with the provided GJR-garch function package. > > There seems to arise a problem if range of periods is restricted. > Changing the first observation leads to the error: > error in function garchm > > end mle > > As soon as the original date is restored, the problem does not arise > anymore. > > > Best, > Artur > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users