i have got some problem in Hessian metrix
ck691 at uow.edu.au
ck691 at uow.edu.au
Thu Sep 16 03:23:49 CEST 2010
Hi,
I am student in Australia. I try to work out in R programming. I did replicate 100 time to get the Garch parameter and then use that Garch model to make volatility forecasting under MAE and MSE measurement so I should get 100 values of MAE and MSE. But there is some problem in Hessian metrix so I can get the values of MAE and MSE only less than 100. How can i skip the singular hessian problem to get 100 value of MAE and MSE. Please help me to slove this problems.
Thank you.
Best Regards,
Chaiwat
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