根据bv_garch改变的程序
运行后得出这样的结果: 请问这个结果代表什么啊。。。。 有懂的大神帮忙解释下么。。。
LogL: BVGARCH
Method: Maximum Likelihood (Marquardt)
Date: 04/14/14 Time: 13:20
Sample: 2 1171
Included observations: 1170
Evaluation order: By observation
Estimation settings: tol= 1.0e-05, derivs=accurate numeric
Initial Values: MU(1)=-0.01621, MU(2)=0.01106, OMEGA(1)=0.16984,
BETA(1)=0.97707, ALPHA(1)=0.16858, OMEGA(3)=0.16439,
OMEGA(2)=0.00000, BETA(2)=0.97400, ALPHA(2)=0.18265
Convergence achieved after 34 iterations
Coefficient Std. Error z-Statistic Prob.
MU(1) -0.046715 0.029584 -1.579069 0.1143
MU(2) 0.013825 0.027127 0.509664 0.6103
OMEGA(1) 0.108224 0.018500 5.850019 0.0000
BETA(1) 0.970560 0.002710 358.1815 0.0000
ALPHA(1) 0.237450 0.010362 22.91586 0.0000
OMEGA(3) 0.037945 0.019161 1.980300 0.0477
OMEGA(2) 0.068619 0.016149 4.249062 0.0000
BETA(2) 0.969828 0.002502 387.6044 0.0000
ALPHA(2) 0.246146 0.010177 24.18537 0.0000
Log likelihood -3562.309 Akaike info criterion 6.104802
Avg. log likelihood -3.044709 Schwarz criterion 6.143762
Number of Coefs. 9 Hannan-Quinn criter. 6.119497