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Student Support Forum: 'Optimization' topicStudent Support Forum > General > "Optimization"

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Alex
10/19/12 03:37am

Hello.

I have a problem with optimizing my GARCH model. (garch.nb is in attachment). I need to optimize the function (LLF, maximum likelihood) with another function in it's body (egarchseq, which generates a sequense of variance estimates).

Both functions work fine if I set "par" as a numerical. But NMaximize (or FindMinimum) cant find the solution if I set "var" as a parameter.

What do I do wrong? Thank you.

Attachment: GARCH.nb, URL: ,
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