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Re: st: Calculating internal rates of return


From   Scott Merryman <[email protected]>
To   [email protected]
Subject   Re: st: Calculating internal rates of return
Date   Thu, 30 Jul 2009 15:44:49 -0500

See -help capture-

Scott

On Thu, Jul 30, 2009 at 8:01 AM, Lars Holstenkamp
<[email protected]> wrote:
>
> Dear all,
>
> I generated random numbers for cash flows (obs=10,000) and tried to compute internal rate of returns for every set of data using -finirr- (user written). Unfortunately, there seem to be some simulation runs where the maximization procedure used by -finirr- fails to converge, i.e. no internal rate of return (IRR) can be calculated or no IRR exists. Therefore, I get a failure message when running my do file. Is there a way how to keep it going and instead produce a missing in case the IRR can't be computed?
>
> Thanks,
> Lars

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