Sspace: UNTITLED
Method: Maximum likelihood (Marquardt)
Date: 04/18/11 Time: 20:12
Sample: 1 102
Included observations: 102
Convergence achieved after 10 iterations
WARNING: Singular covariance - coefficients are not unique
Coefficient Std. Error z-Statistic Prob.
C(1) -5.489084 NA NA NA
C(2) -70.05372 NA NA NA
Final State Root MSE z-Statistic Prob.
SV1 0.778540 0.101253 7.689072 0.0000
Log likelihood 126.5128 Akaike info criterion -2.441427
Parameters 2 Schwarz criterion -2.389957
Diffuse priors 1 Hannan-Quinn criter. -2.420585
1.为什么会出现NA?
2.WARNING: Singular covariance - coefficients are not unique 这个是什么意思?
另外想问一下,要做均值回复模型的估计应该怎么做呢?
谢谢~~


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