03-13-2013 12:21 PM
Here is my code:
proc autoreg data=aaaaa;
model y=x1 x2 / garch(p=1,q=1);
hetero d1 d2;
Convergence is not a problem, but the het1 and het2 coefficients are . (missing value). What does it mean?
03-14-2013 09:10 AM
This might be a Technical Support issue - difficult to judge with the current amount of information you shared.
Would it be possible to share you data as well? Alternatively you might consider contacting Technical Support.