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GARCH models in IRIS

Topics: Models
Apr 13, 2014 at 7:22 PM
Hi folks, I was trying to implement a simple GARCH(1,1) in IRIS. The model looks like this:

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I am getting the following error:
Solution not available. NaN in derivatives of this equation in #1:
'e=v^(0.5)*z;
I could not figure out why I am having this error. What am I missing? You can find the GARCH model files here in case you care to take a look at the code.

Thank you so much!

Hector
Apr 14, 2014 at 8:09 AM
Could you post your model file and code? Thanks!
Apr 14, 2014 at 12:22 PM
Hi Mike, there is an hyperlink in the word 'here' in the original post. You can also try here:


Thanks!

Hector Herrada