各位大虾,我现在在Eviews中用极大似然法计算后的结果是这个样子:
LogL: TC
Method: Maximum Likelihood (Marquardt)
Date: 11/15/07 Time: 10:04
Sample: 1 30
Included observations: 30
Evaluation order: By observation
Estimation settings: tol= 0.00010, derivs=accurate numeric
Initial Values: C(1)=0.00000, C(7)=0.02000, C(8)=0.09000,
C(9)=0.04000, C(10)=0.03000, C(11)=0.02000, C(12)=0.01000,
C(13)=0.05000, C(2)=0.90000, C(3)=1.40000, C(4)=2.00000,
C(5)=2.60000, C(6)=3.20000
Convergence achieved after 3 iterations
WARNING: Singular covariance - coefficients are not unique
Coefficient Std. Error z-Statistic Prob.
C(1) 0.000000 NA NA NA
C(7) -0.098374 NA NA NA
C(8) 0.088636 NA NA NA
C(9) 0.038646 NA NA NA
C(10) 0.029448 NA NA NA
C(11) 0.010191 NA NA NA
C(12) 0.000911 NA NA NA
C(13) 0.051288 NA NA NA
C(2) 0.900000 NA NA NA
C(3) 0.439412 NA NA NA
C(4) 2.111471 NA NA NA
C(5) 2.738569 NA NA NA
C(6) 3.367197 NA NA NA
Log likelihood -714.1375 Akaike info criterion 48.47583
Avg. log likelihood -23.80458 Schwarz criterion 49.08302
Number of Coefs. 13 Hannan-Quinn criter. 48.67008
我想问的两个问题是:1)为什么会有这个警告:WARNING: Singular covariance - coefficients are not unique 。
2)我这里的Std. Error z-Statistic Prob.为什么没有值,是什么原因引起的呢?
先谢谢各位呀!