Hi all,
I have three stationary variables with 212 data points for each variable.
I am trying to run VAR(1) -ARCH(1) model but it is showing the following error.
ERROR: QUANEW optimization cannot be completed. QUANEW needs more than 200 iterations or 2000 function calls.
I am attaching the textfile as well as my code.
Is there any way i can estimate the the model correctly.Is there any other optimization technique or is there any way i can compute the model.
I used the following codes provided in this link SAS/ETS(R) 9.2 User's Guide