<p>密度函数在附件中</p><p>LOGL的编程如下:</p><p></p><p>@logl l<br/>res=resid01<br/>var0=p00(1)*res^2+p10(1)*res(-1)^2<br/>var1=(1-p00(1))*res(-1)^2+(1-p10(1))*res^2<br/>l=-(res^2/var0)/2+log(2*3.1415926*p00(1)*p10(1))+log(@sqrt(var0))+log(@sqrt(var1))-(res^2/var1)<br/><a href="mailto:'@temp">'@temp</a> res var0 var1 logl<br/></p><p>可应用estimate,它总出现"index missing for coefficient VAR0 in "var0=p00(1)*res^2+p10(1)*res(-1)^2"</p><p>想请教各位高手,这是怎么回事?</p><p>小女子在此谢过了!</p><p></p>