epoh 发表于 2012-5-26 15:21
不需要载入package
只需要
source("estar_gscale.R")
哦,好的,我试了一下,可以估计!但是我想得到参数的t值和P值的统计量,在LSTAR模型中估计完以后利用“summary(mod)”就可以得到,那为什么这个估计ESTAR之后得到的我用“summary(mod)”得到的结果是这个呢?
> source("estar_gscale.R")
> new=read.table("zero.txt",header=TRUE)
> y=new$dy
> x=new$dx
> mod=estar(y,m=2,thVar=x)
Using maximum autoregressive order for low regime: mL = 2
Using maximum autoregressive order for high regime: mH = 2
Using only first 119 elements of thVar
Performing grid search for starting values...
Starting values fixed: gamma = 0.5 , th = 6.946 ; SSE = 56.08782
Optimization algorithm converged
Optimized values fixed for regime 2 : gamma = 0.6174869 , th = 3.660855
> summary(mod)
Length Class Mode
str 8 nlar.struct list
coefficients 8 -none- numeric
fitted.values 119 -none- numeric
residuals 119 -none- numeric
k 1 -none- numeric
model 7 data.frame list
model.specific 14 -none- list
epoh老师老麻烦您,我实在不好意思,确实是有点菜!谢谢您了!