Hi, it looks as if your model is non-stationary. The first equation seems to have a unit root. In this case, you need to specify lik_init=2 in the estimation command, see [Question about examples in the User Guide).
Hi, it looks as if your model is non-stationary. The first equation seems to have a unit root. In this case, you need to specify lik_init=2 in the estimation command, see [Question about examples in the User Guide).