The RATS Software Forum

Sorry for my mistake! Actually data8 is as same as data9.
Thank you for your quick reply and advice!
I'll try to make it out!

Regards

Hi, I'm back wih a new question. I don't quite understand how to add dummy variable into the model. Firstly, I need to add one dummy variable (tp) into the mean equations, and I've already set i or 0 in the excel file. But when I run it (attached file), it shows "## SR10. Missing Values And/Or ...

sorry, one more question
Are the coefficients of simplex output as same as that of bhhh/bfgs output?
In my case, both of them are same.
I think that's weird.

thanks.

So I don't need to change the initial values all the time in order to get good results under the bhhh/bfgs method, right?

sometimes it converges, but some coefficients have zero standard error, t value and p-value.

What do you mean by "generic guess values"?
My initial guess were set by myself, is it wrong?

I've read that part(trouble shooting), but I still don't get it!

Or is there anything wrong with my rats code for this model?

Thanks a lot!

Hi all, I've tried many times to deal with FIEC-HYGARCH Model (4 variables, lags=5), but none of the results meet my requirement. This model is used for analyzing the spillover effect and long memory. Sometimes I get the message: "NO CONVERGENCE IN XX ITERATIONS LAST CRITERION WAS 0.0000000 ES...

Hi all, I've tried many times to deal with FIEC-HYGARCH Model (4 variables, lags=5), but none of the results meet my requirement. This model is used for analyzing the spillover effect and long memory. Sometimes I get the message: "NO CONVERGENCE IN XX ITERATIONS LAST CRITERION WAS 0.0000000 EST...