我使用命令arch ex if id==9,ar(1) ma(1) arch(1) garch(1) difficult后995次迭代还是没有结果,是数据太平稳了吗?是否有什么办法得到结果呢? 能否提前设定迭代的精度呢?多谢各位大侠!
Iteration 980: log likelihood = -37.569687
BFGS stepping has contracted, resetting BFGS Hessian (98)
Iteration 981: log likelihood = -37.569664 (backed up)
Iteration 982: log likelihood = -37.569662 (backed up)
Iteration 983: log likelihood = -37.567699 (backed up)
Iteration 984: log likelihood = -37.567289 (backed up)
Iteration 985: log likelihood = -37.567289 (backed up)
Iteration 986: log likelihood = -37.567286 (backed up)
Iteration 987: log likelihood = -37.567286 (backed up)
Iteration 988: log likelihood = -37.567262 (backed up)
BFGS stepping has contracted, resetting BFGS Hessian (99)
Iteration 989: log likelihood = -37.566539
(switching optimization to BHHH)
Iteration 990: log likelihood = -37.566531 (not concave)
Iteration 991: log likelihood = -37.566515 (not concave)
Iteration 992: log likelihood = -37.566513 (not concave)
Iteration 993: log likelihood = -37.566513 (not concave)
Iteration 994: log likelihood = -37.566513 (not concave)
(switching optimization to BFGS)
Iteration 995: log likelihood = -37.566513
flat log likelihood encountered, cannot find uphill direction
r(430);