| To: | "S" <s-news@wubios.wustl.edu> |
|---|---|
| Subject: | garch convergence |
| From: | "deric hetzel" <dhetzel@sprintmail.com> |
| Date: | Tue, 26 Jun 2001 20:56:31 -0400 |
I am having trouble getting a simple garch (1,1) model to reach convergence. Is there a good way to change the optional arguments to guarantee convergence, speed to converge is not terribly important. thanks, Deric |
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