 # Maxseek (205): error: G0058: index out of range

When I adjust (adjust arch terms from 2 to 3 lags) and run the following code I got from Hamilton site, I get this error message:

Maxseek (205): error: G0058: index out of range

currently active call: echo 

echo called from: Maxseek 

Can anyone help me with this error?

0

This is because when you add another AR term, you also need to add an additional starting value to the variable `th` in the procedure `startval`, which begins around line 55 of the file Maxseek. In the original file, `th` is a 13x1 vector. The comments around line 37-43 tell us what each of the elements of the `th` vector represent:

``````//------ Input initial values for parameters ------------
/*   The order in which variables are represented is as follows
constant term in regression
autoregressive terms in regression
initial variance parameter
constant term in ARCH equation
*/``````

So before you added the third AR term, the first element of `th` was the starting value for the constant term in the regression, `th` and `th` were the starting values for the autoregressive terms, `th` was the starting parameter value for the initial variance parameter, etc.

To add a third AR term, you need to add an additional starting value to `th` between `th` and `th`. This value should be as close as possible to the final answer--put in your best guess. Assuming that we thought 0.1 was a reasonable guess, we would change `th` from the original (below):

``````      let th[13,1] =
0.35080500       0.25003200      -0.56817500
0.027988000      -0.11706300
11.4016   0.051132  10.765493  0.1208310
4.3512660        13.146594       0.42415600       -5.2199370 ;``````

to this (notice the added 0.1):

``````      let th[13,1] =
0.35080500       0.25003200      -0.56817500 0.1
0.027988000      -0.11706300
11.4016   0.051132  10.765493  0.1208310
4.3512660        13.146594       0.42415600       -5.2199370 ;``````

This is in addition to changing `karch` to equal 3 on line 29, which I think you already did. aptech

1,728

0

This is because when you add another AR term, you also need to add an additional starting value to the variable `th` in the procedure `startval`, which begins around line 55 of the file Maxseek. In the original file, `th` is a 13x1 vector. The comments around line 37-43 tell us what each of the elements of the `th` vector represent:

``````//------ Input initial values for parameters ------------
/*   The order in which variables are represented is as follows
constant term in regression
autoregressive terms in regression
initial variance parameter
constant term in ARCH equation
*/``````

So before you added the third AR term, the first element of `th` was the starting value for the constant term in the regression, `th` and `th` were the starting values for the autoregressive terms, `th` was the starting parameter value for the initial variance parameter, etc.

To add a third AR term, you need to add an additional starting value to `th` between `th` and `th`. This value should be as close as possible to the final answer--put in your best guess. Assuming that we thought 0.1 was a reasonable guess, we would change `th` from the original (below):

``````      let th[13,1] =
0.35080500       0.25003200      -0.56817500
0.027988000      -0.11706300
11.4016   0.051132  10.765493  0.1208310
4.3512660        13.146594       0.42415600       -5.2199370 ;``````

to this (notice the added 0.1):

``````      let th[13,1] =
0.35080500       0.25003200      -0.56817500 0.1
0.027988000      -0.11706300
11.4016   0.051132  10.765493  0.1208310
4.3512660        13.146594       0.42415600       -5.2199370 ;``````

This is in addition to changing `karch` to equal 3 on line 29, which I think you already did. aptech
1,728

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