I have a similar problem. Using the garch-function from the package t-series, there is sometimes the warning "false convergence" in the output. In other cases, this warning is not given and instead there is the message "relative function convergence". The problem is that this happens with the same parameters of the time series(simulated with the same parameters). Sometimes this message disappears, if the function receives different start values from the user.
My question is: Should I still use this function or is this a real problem? Is this message about false convergence something to worry about? I would be very thankful for an answer. Regards, L.Gottehrer -- View this message in context: http://n4.nabble.com/GARCH-False-Convergence-tp895062p1558332.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
