epoh 发表于 2011-10-13 08:34
1.请注意短信息 请将文件放在正确路径: C:\Program Files\Ox\packages\MSVAR\HAMILTON.OX
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epoh老师,您好!
这个例子MSM(2)-AR(4) model的结果
跟在winrats是接近的。学生我想问一下:这个模型在winrats中如何实现?
如何操作?
在GiveWin2中运行:C:\Program Files\Ox\packages\MSVAR\KROTO.OX,以下结果您看是不是有问题?
Ox version 3.40 (Windows) (C) J.A. Doornik, 1994-2004
MSVAR (c) H-M Krolzig, 1996-2005, package version 1.32a, object created on 13-10-2006
---------- Initial regime classification given -----
It. 0 LogLik = -135.4668 Pct.Change =100.0000
It. 1 LogLik = -134.4186 Pct.Change = 0.7737
It. 2 LogLik = -132.3710 Pct.Change = 1.5233
It. 3 LogLik = -126.3198 Pct.Change = 4.5714
It. 4 LogLik = -116.4020 Pct.Change = 7.8514 Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1036): mle_msih
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1036): mle_msih
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (1036): mle_msih
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarFilter.ox (36): filter
It. 5 LogLik = -301.8304 Pct.Change =-159.3001 Warning: choleski: decomposition failed
C:\hmk\MSVAR\INCLUDE\hmk.ox (410): vechcholeskiblock
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarCom.ox (428): GetErrors
Warning: choleski: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarCom.ox (428): GetErrors
---------- Error occured! EM algorithm was stopped after 6 iterations ------------
0
IsConverged=0
Standard errors:
*** Warning: Some transition probabilities are close to the border;
Numerical stability endangered.
Warning: invertsym: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (308): fLogLik
Warning: choleski: decomposition failed
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (309): fLogLik
Runtime error: 'matrix[3][1] .* matrix[2][1]' bad operand
Runtime error occurred in fLogLik(321), call trace:
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (321): fLogLik
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (363): Covar
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (381): GetStdErr
C:\hmk\MSVAR\INCLUDE\MsvarEm.ox (411): StdErr
C:\Program Files\Ox\packages\MSVAR\KROTO.OX (40): main