用状态空间模型做似然估计时,Log likelihood为负是否正常(红色部分)?有什么含义?请指教
具体输出如下:
Sspace: SSS1 Method: Maximum likelihood (Marquardt) Date: 04/21/05 Time: 00:15 Sample: 1989 2004 Included observations: 16 Valid observations: 9 Estimation settings: tol= 0.00010, derivs=accurate numeric Initial Values: C(1)=-0.70131, C(2)=-0.64202, C(3)=-0.27113, C(4)= -0.54477, C(5)=93.3475, C(6)=224.718 User prior mean: SVEC0 User prior variance: SVAR0 Convergence achieved after 41 iterations Coefficient Std. Error z-Statistic Prob. C(1) -0.389615 0.400720 -0.972288 0.3309 C(2) -0.602883 0.204864 -2.942848 0.0033 C(3) -0.177088 0.370944 -0.477399 0.6331 C(4) -0.510974 0.090720 -5.632460 0.0000 C(5) 4.500000 6.868143 0.655199 0.5123 C(6) 30.17909 13.03786 2.314727 0.0206 Final State Root MSE z-Statistic Prob. SV1 2.021019 0.699744 2.888224 0.0039 Log likelihood -20.14359 Akaike info criterion 5.809687 Parameters 6 Schwarz criterion 5.941171 Diffuse priors 0 Hannan-Quinn criter. 5.525947