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Hello!
This error occurred when I modeled the MSGARCH model for the logarithmic return on Brent oil futures from January 4, 2011 to December 31, 2020. I demean this logarithmic return using AR(5). This problem does not occur when I use the sequential return of Brent oil futures over the same time interval to model. How do I solve this problem?
The text was updated successfully, but these errors were encountered:
I suspect that the optimizer in some cases (depending on the actual data?) is returning an atomic vector and hence the error message "Error in optimizer$value : $ operator is invalid for atomic vectors".
Hello!
This error occurred when I modeled the MSGARCH model for the logarithmic return on Brent oil futures from January 4, 2011 to December 31, 2020. I demean this logarithmic return using AR(5). This problem does not occur when I use the sequential return of Brent oil futures over the same time interval to model. How do I solve this problem?
The text was updated successfully, but these errors were encountered: