Am 18.03.2018 um 00:00 schrieb mandar phatak:
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.
Please be more specific. What GARCH variants? What gretl version?
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.
Please copy the error message. But in principle if you're already
getting problems in the univariate case I think it's not surprising that
here you have issues as well.
cheers,
sven