我带入两种日收益率数据，用xlsread做成矩阵，然后调用full_bekk_nvgarch(NUM,1,1),结果出来如下，怎么回事是？？并没有outputs里的我要的HT协方差举证啊（因为我要求套保比率），到底是怎么回事？

求解答，其它帖子里还有20个论坛币，解决的话可以奉上全部～～～




>> full_bekk_mvgarch(NUM,1,1)

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Diagnostic Information

Number of variables: 5

Functions
Objective: scalar_bekk_mvgarch_likelihood
Gradient: finite-differencing
Hessian: finite-differencing (or Quasi-Newton)


Algorithm selected
medium-scale: Quasi-Newton line search


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
End diagnostic information

Gradient's
IterationFunc-count f(x) Step-size infinity-norm
0 6 1457.45 6.69e+003
1 30 1451.35 2.59541e-007 1.31e+003
2 36 1450.36 1 1.17e+003
3 42 1445.34 1 700
4 48 1445.12 1 433
Optimization terminated: relative infinity-norm of gradient less than options.TolFun.

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Diagnostic Information

Number of variables: 11

Functions
Objective: full_bekk_mvgarch_likelihood
Gradient: finite-differencing
Hessian: finite-differencing (or Quasi-Newton)


Algorithm selected
medium-scale: Quasi-Newton line search


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
End diagnostic information

Gradient's
IterationFunc-count f(x) Step-size infinity-norm
0 12 1445.12 4.61e+003
1 84 1444.69 1.12156e-008 905
Optimization cannot make further progress:
relative change in x less than options.TolX.

ans =

0.1777
0.1670
0.0356
0.0956
0.0000
-0.0000
0.0956
0.9868
0.0001
-0.0000
0.9869