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Error when running FANPACMT example

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I am using GAUSS 12 64-bit to learn the Financial Analysis Package MT 3.0 for GAUSS mathematical and statistical system Handbook. I tried the example on page 65, but I got an error. The codes are:

library fanpacmt,pgraph;
session wilshire "wilshire example";
setDataset wilshire;
setSeries cwret; /* capitalization weighted returns */
setInferenceType simLimits;
estimate run1 garch(2,2);
estimate run2 garch(2,2,2,0);
showResults;
testSR;
plotCV;

 

The error I get is:

C:\gauss12\src\fankeymt.src(601) : error G0176 : Argument out of range
Currently active call: setSeries [601] C:\gauss12\src\fankeymt.src
Stack trace:
setSeries called from C:\Users\saVAIO\Desktop\example, line 4

 

After using the debugger, and I got this error message:

C:\gauss12\src\fankeymt.src(601) : error G0176 : Argument out of range

Tags: asked February 4, 2013

2 Answers

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I am using GAUSS12.1.5 and Fanpac MT is 3.0.3.

0

We have run it successfully using the latest shipping version of GAUSS 12 (12.1.10) and the Fanpac MT 3.0.3. If you have a license for GAUSS 12, you can download and install the latest version for no charge.

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