dear all,
i am facing a problem in GARCH (1,1) model in time-series analysis. There are three main variables. CSAD, abs_avergae, sqrt_average. Upon running GARCH (1,1) model, I came up with results. I calculated other variables from these three (above-mentioned variables) by classifying in UP and DOWN values. i am able to generate results from down values also. the only problem is with variables with high (UP) values. I have attached dataset, commands as well as three results. only problem is with UP when iterations are showed and error is generated. I am trying to post in this forum from many days. I have read all instructions again and have tried my level best to post correctly. I apologize for any problem in posting in right way. Please give some of your valuable suggestion, so that I may come with the results in _UP variables. This is the only item missing in my research.

data for UP and DOWN models.dta


[arch CSAD_DOWN abs_average_DOWN sqrt_average_DOWN, arch(1/1) garch(1/1)] Array

[arch CSAD_UP abs_average_UP sqrt_average_UP, arch(1/1) garch(1/1)]

Array

[arch CSAD abs_average sqrt_return, arch(1/1) garch(1/1)] Array