Garch iteration time(long)

[Wessel de Kroo]

Hello everybody,

Stata has been runing for >4 hours plus. Naturally I was wondering if I am handling correctly.

arch excess_returns log_exhibit_force log_reduce_rela, arch(1/1) garch(1/1) het(log_exhibit_force log_reduce_rela)

. dataex excess_returns permno returns exhibit_force_4 reduce_rela_4 log_exhibit_force log_reduce_rela R

----------------------- copy starting from the next line -----------------------
[CODE]
* Example generated by -dataex-. To install: ssc install dataex
clear
input float excess_returns double(permno returns) float(exhibit_force_4 reduce_rela_4 log_exhibit_force log_reduce_rela R)
-.009585715 10001 -.004285714589059353 19 41 2.944439 3.713572 -.010777958
-.15032753 10001 -.14492753148078918 7 24 1.94591 3.178054 -.15127343
.06269661 10001 .06779661029577255 6 17 1.7917595 2.833213 .06285973
.06686377 10001 .07246376574039459 9 31 2.1972246 3.433987 .06536096
-.032627027 10001 -.027027027681469917 11 21 2.397895 3.0445225 -.03214871
.032133333 10001 .038333334028720856 13 27 2.564949 3.295837 .031909786
-.06085405 10001 -.054054055362939835 50 35 3.912023 3.555348 -.05951883
-.04123284 10001 -.03343283757567406 9 24 2.1972246 3.178054 -.04169014
-.033509675 10001 -.026209676638245583 7 32 1.94591 3.465736 -.035630763
-.0017231887 10001 .0063768113031983376 9 45 2.1972246 3.8066626 -.004748396
-.008 10001 0 9 24 2.1972246 3.178054 -.0084573
.05221746 10001 .06031746044754982 5 27 1.609438 3.295837 .05013628
-.0077 10001 0 7 27 1.94591 3.295837 -.00912704
.03545 10001 .04374999925494194 16 20 2.772589 2.995732 .036856078
-.03900303 10001 -.03030303120613098 3 16 1.0986123 2.772589 -.03993983
.08385 10001 .09375 5 24 1.609438 3.178054 .08224996
.07335714 10001 .08285713940858841 11 18 2.397895 2.890372 .07446517
.00479863 10001 .013698630034923553 13 47 2.564949 3.8501475 .0023106898
.02404865 10001 .03614864870905876 17 44 2.833213 3.78419 .02235169
-.029376594 10001 -.021276595070958138 7 44 1.94591 3.78419 -.03279859
-.06638986 10001 -.06028985604643822 16 53 2.772589 3.970292 -.06896492
.034264706 10001 .04176470637321472 51 50 3.9318256 3.912023 .03418139
.019811764 10001 .029411764815449715 13 48 2.564949 3.871201 .017237818
-.07252857 10001 -.05942857265472412 15 48 2.70805 3.871201 -.0748243
.05113846 10001 .0615384615957737 8 33 2.0794415 3.496508 .04915127
-.0107 10001 0 11 37 2.397895 3.610918 -.012535447
.00007391249 10001 .012173912487924099 13 56 2.564949 4.0253515 -.003129748
-.0108 10001 0 14 59 2.6390574 4.0775375 -.014072767
-.0115 10001 0 7 51 1.94591 3.9318256 -.015525095
-.04422464 10001 -.03072463721036911 5 59 1.609438 4.0775375 -.04949912
.033054546 10001 .04545454680919647 10 38 2.3025851 3.637586 .03092486
.014457143 10001 .02685714326798916 9 53 2.1972246 3.970292 .0107635
-.0121 10001 0 15 65 2.70805 4.1743875 -.015634274
-.02478451 10001 -.014084506779909134 19 67 2.944439 4.204693 -.02798301
.03244286 10001 .04114285856485367 14 48 2.6390574 3.871201 .03001299
-.008 10001 0 15 50 2.70805 3.912023 -.0104625

[Wessel de Kroo]

obtained:

flat log likelihood encoutered , cannot find uphill direct
r(430)

have seen threads on this error. thought I would post problem here anyways.