Hello!
This error occurred when I modeled the MSGARCH model for the logarithmic return on Brent oil futures from January 4, 2011 to December 31, 2020. I demean this logarithmic return using AR(5). This problem does not occur when I use the sequential return of Brent oil futures over the same time interval to model. How do I solve this problem?
Hello!
This error occurred when I modeled the MSGARCH model for the logarithmic return on Brent oil futures from January 4, 2011 to December 31, 2020. I demean this logarithmic return using AR(5). This problem does not occur when I use the sequential return of Brent oil futures over the same time interval to model. How do I solve this problem?