dear sir
using s-plus 8.0 for windows i get the following results.i dont know where i did mistake.please give me your advise.
regards
hojat
bsedind.figarch=fgarch(bsedind.ts~1,~figarch(1,1))
Initializing model parameters.
Iteration No. 1: log-likelihood=7693.103030
Routine aborted. Try rescaling the series or a different initialization.
> bsedind.figarch
Call:
fgarch(formula.mean = bsedind.ts ~ 1, formula.var = ~ figarch(1, 1))
Mean Equation: structure(.Data = "" ~ 1
, class = "formula"
)
Conditional Variance Equation: structure(.Data =""> ~ figarch(1, 1)
, class = "formula"
)
Coefficients:
C 6.629e-004
A 1.965e-006
GARCH(1) 7.000e-001
ARCH(1) 4.000e-001
hojatollah |