GARCH (1,1): problems with tarch function

2015 8 23
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更新时间：2015 8 24
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Hello,
I am trying to compute GARCH (1,1) forecast using MLE toolbox and keep getting the following error messages:
Error in tarch (line 93) [p,o,q,error_type,tarch_type,startingvals,options]=tarch_parameter_check(epsilon, p, o, q, error_type, tarch_type);
Error in E91cFTSE100Garch11 (line 23) [parameters,LL,ht]=tarch(nret,1,0,1,'NORMAL',2);
I have all tarch functions on my file path.
I would appreciate any help.
Regards
Anthony

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Roger Wohlwend
Roger Wohlwend 2015-8-24
You have to tell us what the error message is. Right now we only know where the error occurs, but we cannot help you if we don't know what kind of error it is.

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