Hi,
I need to run an EGARCH model with students t distribution. For this I am using
the 'betategarch' package on RExcel.
I am giving the following command -
egrch <- tegarch.est(newdata)
to get this result -
par
c(-0.453477535533553, 0.949173600023672, 0.23986134153866, 0.069006693169864,
2.000001)
objective
6810.254
convergence
0
iterations
74
evaluations
c(125, 419)
message
relative convergence (4)
hessian.numerical
#VALUE!
How do i interpret the above results. I have run a similar formulation on a
different software and am getting dramatically different parameters . I am very
new to R and would appreciate any help on the above.
Regards,
Ank
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