Quartz | Level 8

## Why am I getting a t-value = infinity or missing t value

I'm trying to understand why I'm getting an infinity or missing t-value for regression analysis (GARCH). It's a very large data set. Do you have any idea?

Thanks

1 ACCEPTED SOLUTION

Accepted Solutions
Community Manager

## Re: Why am I getting a t-value = infinity or missing t value

For this type of question, it is best to contact SAS Tech Support: https://support.sas.com/en/technical-support.html#contact-technical-support

Best of luck to you,

Shelley

It's time to register for SAS Innovate! Join your SAS user peers in Las Vegas on April 16-19 2024.
14 REPLIES 14
Diamond | Level 26

## Re: Why am I getting a t-value = infinity or missing t value

This usually happens because the denominator is zero. Or maybe you have zero degrees of freedom for an effect.

--
Paige Miller
Quartz | Level 8

## Re: Why am I getting a t-value = infinity or missing t value

My code is:

proc autoreg data=work;

model y = / garch=(p=1,q=1);

hetere x z a;

run;

I just use GARCH model with other explanatory variables.

My result is in attached file.

Tourmaline | Level 20

## Re: Why am I getting a t-value = infinity or missing t value

Can you show us your code and output?

Quartz | Level 8

## Re: Why am I getting a t-value = infinity or missing t value

My code is:

proc autoreg data=work;

model y = / garch=(p=1,q=1);

hetere x z a;

run;

I just use GARCH model with other explanatory variables.

My result is in attached file.

EDIT (via Reeza)

 The SAS System

The AUTOREG Procedure

 GARCH Estimates SSE 0.01656969 Observations 150 MSE 0.0001105 Uncond Var 3.05834E-8 Log Likelihood 574.554614 Total R-Square . SBC -1114.0348 AIC -1135.1092 MAE 0.00422601 AICC -1134.3205 MAPE 100.402247 HQC -1126.5474 Normality Test 1294.3504 Pr > ChiSq <.0001

 Parameter Estimates Variable DF Estimate Standard Error t Value Approx Pr > |t| Intercept 1 -0.000035 0.001136 -0.03 0.9754 ARCH0 1 1.0537E-8 0 Infty <.0001 ARCH1 1 0.6555 0.1366 4.80 <.0001 GARCH1 1 0 0 . . HET1 1 9.587E-10 0 Infty <.0001 HET2 1 0 0 . . HET3 1 0 0 .

Diamond | Level 26

## Re: Why am I getting a t-value = infinity or missing t value

Can you show us the relevant portion of your output by simply copying and pasting the text right here into the {i} window? My organization will not let me  download MS Office documents.

--
Paige Miller
Quartz | Level 8

## Re: Why am I getting a t-value = infinity or missing t value

Surely. This is result for 150 observations:

The AUTOREG Procedure

 GARCH Estimates SSE 0.01656969 Observations 150 MSE 0.0001105 Uncond Var 3.05834E-8 Log Likelihood 574.554614 Total R-Square . SBC -1114.0348 AIC -1135.1092 MAE 0.00422601 AICC -1134.3205 MAPE 100.402247 HQC -1126.5474 Normality Test 1294.3504 Pr > ChiSq <.0001

 Parameter Estimates Variable DF Estimate StandardError t Value ApproxPr > |t| Intercept 1 -0.000035 0.001136 -0.03 0.9754 ARCH0 1 1.0537E-8 0 Infty <.0001 ARCH1 1 0.6555 0.1366 4.80 <.0001 GARCH1 1 0 0 . . HET1 1 9.587E-10 0 Infty <.0001 HET2 1 0 0 . . HET3 1 0 0 .
Super User

## Re: Why am I getting a t-value = infinity or missing t value

I'm not too familiar with these models, but your standard errors are 0. What's the distribution of those variables?

Post a Proc Means or Proc Univariate output for the original input data?

Quartz | Level 8

Super User

## Re: Why am I getting a t-value = infinity or missing t value

It's a very large data set. Do you have any idea?

Your regression results state that you only have 150 observations, so either you're not working with the data you think you are or something else is wrong somewhere.

Quartz | Level 8

## Re: Why am I getting a t-value = infinity or missing t value

[Deleted, via @Reeza]

If you want to repost this, feel free, but it didn't seem relevant to the question or topic.

Quartz | Level 8

## Re: Why am I getting a t-value = infinity or missing t value

Oh sorry. I have uploaded wrong documents and away from my pc now. The key point is i got infinity or missing t values.
Super User

## Re: Why am I getting a t-value = infinity or missing t value

Oh sorry. I have uploaded wrong documents and away from my pc now. The key point is i got infinity or missing t values.

And there are valid reasons for this occurring. Without the results we can't say if it's valid or not.

Quartz | Level 8

## Re: Why am I getting a t-value = infinity or missing t value

Community Manager

## Re: Why am I getting a t-value = infinity or missing t value

For this type of question, it is best to contact SAS Tech Support: https://support.sas.com/en/technical-support.html#contact-technical-support

Best of luck to you,

Shelley

It's time to register for SAS Innovate! Join your SAS user peers in Las Vegas on April 16-19 2024.
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