[R] Waring message in mvBEKK.est

From: Arun Kumar Saha <arun.kumar.saha_at_gmail.com>
Date: Thu 24 Aug 2006 - 19:21:28 EST


Deal all R users,

I am getting a warning message "negative inverted hessian matrix element in: mvBEKK.est(weekly.return.all, order = c(2, 1))" while I am using mvBEKK.estlibrary to estimate time varying Covariance matrix using Bivariate Garch.
Can anyone please tell me in details why I am getting this message and what is the remedy for that?

Sincerely yours,
Arun

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