1991.01-1996.12和1997.01-2008.07两个阶段帮我运行一下.因为我的论文是分两个小阶段和整个作为一个阶段来分析的,但是我运行程序的时候,发现三个时间段的运行结果每次运行都是不一样的,我也不晓得是怎么回事,麻烦你了.
三个阶段数据不一样,运行结果当然不一样了。
第二阶段结果
Elapsed time in minutes: 0.1286
number of sample : 132.0000
unconstrained coefficients:
3.7607 2.8282 -0.3018 -0.0516 0.1256 -0.1693 -0.0380 -0.0374 -0.0707 2.3867 0.1049 0.3032 0.0380 0.3301 0.1255 -0.4981 5.5061 10.4167
======================MS(2)-AR(6) model=====================
Log Likelihood = -443.1995
Akaike Information Criterion = 6.9879
===========================================================
coef.est std.err t-stat p-value
===========================================================
p11 0.9773 0.0177 55.1571 0.0000
p12 0.0227 0.0177 1.2834 0.2020
p21 0.0558 0.0473 1.1811 0.2401
p22 0.9442 0.0473 19.9795 0.0000
(1)phi0 -0.3018 0.5968 -0.5057 0.6141
(1)phi1 -0.0516 0.0987 -0.5228 0.6021
(1)phi2 0.1256 0.0906 1.3857 0.1686
(1)phi3 -0.1693 0.0901 -1.8798 0.0627
(1)phi4 -0.0380 0.0908 -0.4185 0.6763
(1)phi5 -0.0374 0.0869 -0.4302 0.6679
(1)phi6 -0.0707 0.0854 -0.8278 0.4095
(2)phi0 2.3867 2.2564 1.0577 0.2924
(2)phi1 0.1049 0.1858 0.5643 0.5737
(2)phi2 0.3032 0.2088 1.4520 0.1493
(2)phi3 0.0380 0.1836 0.2067 0.8366
(2)phi4 0.3301 0.1954 1.6896 0.0939
(2)phi5 0.1255 0.2257 0.5559 0.5794
(2)phi6 -0.4981 0.2353 -2.1166 0.0365
sigma1 5.5061 0.4125 13.3483 0.0000
sigma2 10.4167 1.3867 7.5116 0.0000
===========================================================
------------- transition probabilities matrix -------------
0.9773 0.0558
0.0227 0.9442
===========================================================
第一阶段结果
Elapsed time in minutes: 0.1596
number of sample : 66.0000
unconstrained coefficients:
2.1316 -1.1915 0.0926 0.0559 0.0465 -0.1291 -0.1636 -0.1429 0.0547 5.3713 0.6157 -2.9758 4.0372 -5.2267 1.6274 3.1815 14.6672 0.0104
======================MS(2)-AR(6) model=====================
Log Likelihood = -239.0367
Akaike Information Criterion = 7.7890
===========================================================
coef.est std.err t-stat p-value
===========================================================
p11 0.8939 0.0402 22.2370 0.0000
p12 0.1061 0.0402 2.6383 0.0113
p21 0.7670 0.1582 4.8469 0.0000
p22 0.2330 0.1582 1.4724 0.1477
(1)phi0 0.0926 1.6169 0.0573 0.9546
(1)phi1 0.0559 0.0896 0.6242 0.5356
(1)phi2 0.0465 0.0838 0.5552 0.5815
(1)phi3 -0.1291 0.0828 -1.5594 0.1258
(1)phi4 -0.1636 0.0814 -2.0106 0.0502
(1)phi5 -0.1429 0.0830 -1.7220 0.0918
(1)phi6 0.0547 0.0869 0.6289 0.5325
(2)phi0 5.3713 0.0111 484.7397 0.0000
(2)phi1 0.6157 0.0005 1131.0086 0.0000
(2)phi2 -2.9758 0.0005 -6310.6475 0.0000
(2)phi3 4.0372 0.0004 9204.0030 0.0000
(2)phi4 -5.2267 0.0007 -7775.8166 0.0000
(2)phi5 1.6274 0.0007 2356.1955 0.0000
(2)phi6 3.1815 0.0006 5368.1294 0.0000
sigma1 14.6672 1.4493 10.1205 0.0000
sigma2 0.0104 0.0000 + 0.0030i 0.0000 - 3.3987i 0.0014
===========================================================
------------- transition probabilities matrix -------------
0.8939 0.7670
0.1061 0.2330
===========================================================