[问答] 用lingo软件如何对DEA-DA模型进行编程 [推广有奖]

201楼

epoh 发表于 2012-11-14 22:11:38

yxing006 发表于 2012-11-14 21:18
epoh老师你好，
我一直在试着在matlab中用dynare，
这是我的code：

你的code是对的,这个程序很容易执行.
http://www.dynare.org/documentat ... nd-support/examples[/url]
addpath c:\dynare\4.3.1\matlab
cd c:\dynare\rbc
dynare rbc_indivisible_cu
%%%%%%%
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.

Starting Dynare (version 4.3.1).
Starting preprocessing of the model file ...
Found 8 equation(s).
Evaluating expressions...done
Computing static model derivatives:
- order 1
Computing dynamic model derivatives:
- order 1
Processing outputs ...done
Preprocessing completed.
Starting MATLAB/Octave computing.

STEADY-STATE RESULTS:

y                   0.916363
c                   0.707811
k                   9.29097
i                   0.208551
u                   0.891826
l                   0.30979
y_l                2.95802
z                   0
....
....
....

202楼

linsi12 发表于 2013-2-18 16:33:52

kevinion 发表于 2011-6-30 10:15
可惜我只会用DEAP软件！

大哥，那能教教deap怎么用吗？下了一个怎么用不了呢？

203楼

懒小羊 发表于 2013-3-14 19:33:31

epoh老师，您好！请问你了解关联两阶段dea的lingo编程吗？我编的程序会出现负值或者大于1的情况，不知道哪里错了，请老师指教一下！感激不尽~~~

高效不是一种行为而是一种习惯！！！

204楼

MonicaMica 发表于 2015-10-18 20:02:08

先马克留着！

205楼

gubaili 发表于 2017-3-29 09:50:51

小鱼2011 发表于 2011-6-30 11:48
是的做DEA，一般都用DEAP，计算机好的话，用MATLAB或者lindo 等等软件

求问，是不是DEAP做出来的结果和用lingo 做出来的效率值不一样

206楼

zhananzhuo 发表于 2017-4-14 19:14:21

你好，我用了三个序列，然后运行了一半出现了问题，请问有好心人能帮忙解决吗~
Press any key to estimate.Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective' conflict.
Ignoring Algorithm and running active-set method. To run trust-region-reflective, set
LargeScale = 'on'. To run active-set without this warning, use Algorithm = 'active-set'.
> In fmincon at 395
  In tarch at 149
  In multigarch at 157
  In ucsd_garch_demo at 196
??? Error using ==> fmincon at 504
FMINCON cannot continue because user supplied objective function failed with the following error:
Undefined function or method 'tarchcore' for input arguments of type 'double'.

Error in ==> tarch at 149
[parameters, LLF, EXITFLAG, OUTPUT, LAMBDA, GRAD] =  fmincon('tarchlikelihood', [omega ; alpha; tarch ; beta] ,sumA  , sumB ,[] , [] , LB , UB,[],options,data, p ,o, q, m, stdEstimate, type);

Error in ==> multigarch at 157
startingvalues(1:1+p+q+o)=tarch(data,p,o,q,'TARCH',[],newoptions);

Error in ==> ucsd_garch_demo at 196
[parametersAP, likelihoodAP, stderrorsAP, robustSEAP, htAP, scoresAP]=multigarch(errors,1,1,1,'APGARCH','NORMAL');