CML Problem

I am using CML to estimate the parameters in GARCH(1,1) model.

However, I encounter the following problem:

_cml called from C:\gauss12\src\cml.src, line 623

What does it mean?

1 Answer


This line below:

_cml called from C:\gauss12\src\cml.src, line 623

is telling you that there is an error on line 623 in file C:\gauss12\src\cml.src. _cml is the GAUSS procedure that probably being called on that line.

You should see another error message along with this message, such as:

error G00528 : more returns than targets

or something similar. If you post the specific error, we can help you sort it out.

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