rc=read.csv("E:\\fanaldata.CSV",header = T)
attach(rc)
phi<-0
ha0<-0
omega<-0
sigma0<-1
hat<-ha0
rat<-sigma0
alpha<-0.1
beta<-0.1
lmt_s=lmt^phi
for(j in 2:2409){
rat[j]=ret[j]/lmt_s[j-1]
}
for(i in 2:2409){
hat[i]<-omega+alpha*rat[i-1]^2+beta*hat[i-1]
rat[i]<-rnorm(1,0,hat[i]^0.5)
}
plot(rat,type="l")
library(maxLik)
logLikMix <- function(param) {
phi <- param[1]
if (phi < 0 || phi > 1)
return(NA)
aplpha <- param[2]
beta <- param[3]
omega<-param[4]
ll <- log(lmt_s^2 * hat) + ret^2/lmt_s^2/hat
}
summary(m1 <- maxLik(logLikMix, start = c(phi = 0.1,alpha = 0.1, beta = 0.1,omega=0.1)))

运行结果说是参数初始值超出范围，求大神看看哪里除了问题