下载了kim第四章的例子,HMT4_KIM.OPT - An AR(4) Model with a Markov-Switching Mean (2-state): Based on Hamilton's (1989) Filter and Kim's (1994) Smoothing
HMT4_DMY.OPT - An AR(4) Model with a Markov-Switching Mean (2-state): Based on Hamilton's (1989) Filter and Kim's (1994) Smoothing (Dummy variables are incorporated for the mean growth rates)
用他的数据是可以运行出结果的。但是换成我自己的数据却不行,总是出现 WARNING : Duplicate definition of local G0089 : 'SM_PR0' ERROR: function cannot be computed at initial parameter values
d:\我的文档\桌面\hmt4_kim (1).opt(110) : error G0048 : Matrix singular
请问大虾这种情况该怎么解决呢?还有就是初值不同结果也会不同,可是初值是用什么确定的呢?
急急急!!!