I don't have a solution but I receive the same error when trying to fit a GARCH
model using the garchFit in the fGarch package.
Kevin
Desislava Kavrakova <[EMAIL PROTECTED]> wrote:
> Hello everyone,
> I'm trying to estimate the parameters of the returns series attached using
> the GARCH c
Hello everyone,
I'm trying to estimate the parameters of the returns series attached using the
GARCH code below, but I get the following error message:
Error in solve.default(Hessian) :
system is computationally singular: reciprocal condition number = 0
Error in diag(solve(Hessian)) :
erro
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