Problem with boxjenk and garch, rats closes

rotweiller · Unread post by **rotweiller** » Wed Dec 05, 2007 3:47 pm

Hi,

after i put this code in the programm

set difflogusdgbp = logusdgbp - logusdgbp{1}
boxjenk(ar=1, ma=1, constant, define=arma11) difflogusdgbp

everything works fine, but after

Code: Select all

garch(p=1, q=1,constant,equation=arma11)

RATS terminates suddenly, without any warning!

If anyone has an idea, please respond here![/code]

rotweiller · Unread post by **rotweiller** » Wed Dec 05, 2007 7:37 pm

Problem solved!

garch.src works fine for me!

Unread post by **moderator** » Fri Dec 07, 2007 12:22 pm

The built-in GARCH command is far superior to using the old GARCH procedure in terms of speed and the range of models supported, so it would probably make sense to get to the bottom of the problem.

If you can email me a copy of your program and data files at

support@estima.com

we can take a look and see what is happening.

Please remember to include your serial number, and also let me know which version of RATS you are using (do Help-About RATS to check).