各位大侠,看看下面的似然函数表示究竞哪里有问题啊。EVIEWS总是提醒“missing values in @logl series at current coefficents at observation 1”
@logl log1res1=dlnsoneweek-c(1)-c(2)*dlnfoneweekvar1=@sum(res1^2)/203res2=dlnsoneweek-c(3)-c(4)*dlnfoneweekvar2=@sum(res2^2)/203p12=1/(1+exp(c(5)+c(6)*aboneweek))p21=1/(1+exp(c(7)+c(8)*aboneweek))p11=1-p12p22=1-p21pai1=(1-p22)/(2-p11-p22)pai2=(1-p11)/(2-p11-p22)log1=log(pai1*exp(-res1^2/(2*var1))/@sqrt(2*3.14159265359*var1)+pai2*exp(-res2^2/(2*var2))/@sqrt(2*3.14159365359*var2))@temp res1 var1 res2 var2 p12 p21 p11 p22 pai1 pai2 log1