波动溢出 matlab BEKK-MGARCH 输出变量含义

Chemist_MZ 发表于 2014-4-1 11:19
他写了stderrors是这个，(A^(-1)*B*A^(-1)*t^(-1))（除以了t），那么就直接parameters除以对应的stderror ...

按照前辈说的方法做了，t值在正常范围内，太谢谢您了！！

我为什么就跟不出来呢？
Error using optimset (line 199)
The LevenbergMarquardt option is no longer valid. Set the Algorithm option instead.

Error in scalar_bekk_mvgarch (line 51)
options=optimset(options,'TolCon',1e-3,'Display','off','Diagnostics','off','LargeScale','off','LevenbergMarquardt','on');

Error in full_bekk_T_mvgarch (line 53)
startingparameters=scalar_bekk_mvgarch(data,p,q,scalaropt);

Error in test2016041410 (line 21)
[parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores]  = full_bekk_T_mvgarch(data,p,q);