跪求MSARCH程序，能算出结果

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

跪求大神解惑释疑，小弟GAUSS新人，最近在学习MSARCH的东西。碰到一些问题，跪求各位大神指点：
1.下载了Hamilton（1994, JOE）的code，但是发现跑不了啊，优化模块也装了，为什么不行呢？我的GAUSS版本是9；
2.下面有一组数据和结果做MSARCH，有没有大神帮忙跑一下，看能做出来不？小弟跪谢。

收益率：
0.016029110302318
-0.0292393420391246
-0.0178902754022676
0.0264417292369927
0.0181566640258897
0.0115691774252973
-0.00309961344060916
0.00508694511114527
0.0123554799069243
-0.00645806510020996
0.0063984590958821
-0.0146228765793293
-0.00588541798872022
-0.0020901067634771
0.0083948052085816
-0.00268098163167352
-0.00908709166645494
-0.0259900829300399
0.00794440000661289
0.0142721590719184
0
-0.00598977834334313
0.0145866082110189
0.0170967723188404
-0.000458953593881262
-0.000898562360777788
0.0104629760716435
-0.0065551245014035
-0.0224587230602324
0
-0.0333666368985899
-0.0313457653849749
0.0266815596262155
-0.0336338391037962
0.0154616535694831
-0.015304251920595
-0.00767257510076824
0.00722325898839671
-0.00329458553845718
0.00439401396833361
-0.0246838198502477
0
0.0172627717922005
0.00590054419530972
0.011137431116385
-0.00246091314413022
-0.0160945733005029
-0.00882792172410163
-0.0227393057379768
-0.00831605386708034
0
-0.00116709896233758
-0.0369882798081989
-0.0206147445152691
0.00418397701607809
0.0246517832055222
0
0.000152436953140267
-0.00400296286896307
-0.0200045612355186
-0.0325473480266663
-0.0209306969625391
-0.0680667167583895
0.055462317641588
-0.00539072982017252
0.0170830860767186
-0.0136350104079845
-0.00734778754673293
-0.0608718781675055
-0.0168470588785308
0.0310850025277922
0
0.0445201278877665
0.0180114993342144
0.0100834489088104
0.0266686820969344
-0.0271939833781953
-0.0118960425047092
-0.007103710271533
0
-0.0205966500482546
-0.00957856379104172
0.0273679119767873
-0.0059430868785828
0.00787346652600718
-0.00157286139230983
0.0103526965206129
-0.00220224692343507
0.000479498237492493
-0.00798673690363749
0.00826762637161416
0.00450405470111015
-0.0521969294204911
0.0369918644133751
0.0286220831589254
0.01850780983923
0.0143974861634071
0.028404279288484
-0.00820766979691712
0.0202013873414639
-0.0277790837775598
0.0153210926699341
-0.0188445794400263
-0.00582168878589151
0.0185666892546976
-0.0111010189970528
-0.0198775418229076
0.00141387634911538
-0.00814260672415479
0.00456019894902227
0
0.00708931832535598
-0.00689119676474803
0.00852159151056675
0.00508173485255092
-0.0195666057723543
-0.00780882265407889
-0.0165327331290435
-0.00735254104545113
-0.00527994131700638
-0.0479249799492507
0.0185519124095581
0.037232552042834
-0.00353009098028423
0.00363908385418199
0.00620195868831885
0.00762413802691952
0.0238629419832108
-0.00162875743799695
0
0.0657099218693169
-0.00778389573422267
0.0168697161023434
0.00988962828811602
-0.0106887153507547
0.000210166669832645
0.00843897479411027
0.00627150606915094
0.0158480178797937
0.00654643021006684
0.012045582193176
-0.0088440664178222
-0.00435072612426701
0.022140123218616
-0.00288958113356941
0.00806621381898687
-0.0070593924381992
-0.0257626249063936
-0.0239228761428265
0.00934886048680461
0.00447815550841035
0.00111444556627482
0.0148687855479945
0.00285510385842969
-9.49652935684497e-05
0.00108052575492046
-0.00218101390370151
-0.0103222292408045
-0.0104705238559504
0.00504627374921718
-0.0166056917845712
0.00560907482963202
0.0262123077926439
-0.00294435192205711
0.00901828309729602
-0.00075557653696734
0.000242022606093073
-0.00547742296595111
-0.00314601524529579
0.0133312090072177
0
0.014414887271549
-0.000349700922932072
-0.0188664589352161
-0.004000153038481
-0.0213111391530276
-0.011179119456715
0.00486345910715258
-0.00308173312070892
-0.0184744071643177
-0.0129532026158738
-0.00806671056668051
0.0229925610174195
-0.00261442300928572
0.0025681069321557
-0.0192304962922112
-0.00437116112805036
-0.0102866779836503
-0.00530129942483271
0.00676757973505815
-0.00364873163666601
-0.000541553430995378
-0.004245309550436
-0.00963936775656826
0.020259021529009
-0.0120609171188324
-0.00916558660732925
-0.00114659328021105
-0.00317829251105373
-0.00400064573280723
0.000169625276049246
0.0159991122812606
0.0122416823505844
0.00186102309679903
-0.00848199587885468
-0.016456356159253
-0.0135686189595159
0.00695749709334414
-0.0275987329259078
-0.0383151771810866
-0.00535333395958304
0.0101994198594433
-0.0288343943931135
0.0106647746510191
0.011352158926929
-0.0180294511499586
-0.031681074719943
-0.00171679570942196
-0.0130698371108373
0.0231550786199506
0.0164000380528861
0.00835341577764659
0.0396423609060808
-0.00178834454474242
-0.00796516749878684
-0.00777101012550396
0.00488106420770684
0.00674709494708914
-0.00528155155775423
-0.0192190143260618
0.00173422633745801
0
0.0349249860895711
-0.00750914881654729
0.0174048759432015
-0.00621062398476191
0.0115126670819823
0.00134849730998887
-0.00813234985453981
-0.00861605884107064
-0.00337205337225477
0.0110680070914508
0.00619339669386676
0.0135384986456639
0.00184197960980015
-0.0123113138685618
-0.00860888208240951
-0.000148468208090335
0.00285256642273168
-0.0015323538556018
-0.00765376715684063
-0.00702448889729013
-0.0057914124166949
-0.010000122337269
-0.00714244261622632
-0.000776715428150609
-0.0123781882019021
-0.00373911614699729
0.00776979410352041
-0.0211923803677543
0.00160747115481996
-0.00440705433657484
0.00150060582486056
-0.00197272912992297
-0.0101478860352824
-0.0127649179489104
0.0154490225997108
-0.0030980014121571
-0.00793557972301073
-0.0360801022571966
-0.00712821637526773
-0.0137001820744391
-0.000151163482126293
-0.0132275751560478
-0.0261671657321987
-0.0333778229393999
0.021331714316208
-0.0346334954005041
0.0333145756719073
0.0509131443138386
0.0205974105604376
-0.00689322465312081
-0.0132484563499258
0.00556955079191646
0.00267698306121744
-0.000322201352387808
0.0165695559068251
0.00400485468426659
-0.00555211606813622
0.00966903773136529
0.000652758710804946
-0.0102629050228487
0.00255054606310345
-8.59608705994219e-06
-0.00997524559628715
-0.00378540383920445
-0.00736967059533455
-0.059995608176818
0.0152115587459036
0.0212339368737364
0.043295498043495
-0.00374576416807137
-0.00342166220817575
-0.00162404489308621
-0.0131263202520113
-0.00282546630440095
0
0.0152770979227768
-0.00812028939078857
0.0249037032848047
-0.00480113648095148
0.0096374448602603
-0.000728779298627913
-0.00194364348702614
-0.0106496457525491
0.00784038330694692
0.0119802967779812
0.0162899782604384
-0.0205262382911506
-0.0237720076626555
0.00749502700326055
-0.00976687054329872
0.00978555585886909
-0.0210760395755685
-0.0233929056326883
0
0.025932139011303
0.0251938182901004
0.018114825161236
-0.00446317642747296
0.0278064202494868
0.0109245293397002
-0.0092930602453638
0.0167591611765623
-0.0303572822794216
0.0225293532586921
-0.00785690238090986
-0.0197145998269619
-0.0104835902901055
0.00769310625612718
-0.00239345502524735
0.00860836653352237
0.0139952288352365
-0.0124911895687951
-0.0132264451883071
-0.00978938363637916
-0.0155604495305859
-0.00726579638815572
0.00684494279863479
-0.0244132728738418
-0.0177170927381773
-0.00210426575128686
-0.011880451432253
0.0336439306307437
-0.0139602440305691
-0.000845071526137886
0
-0.0305918809477426
-0.0005216081699011
-0.0025099894942251
-0.00676997040860705
0
-0.0423264137789339
0.00768765008712968
0.032436425391694
0.00271946501858089
-0.00230108436414511
-0.00674975626321306
-0.00702505327378233
-0.0124230738540181
0.0336013564396946
-0.012056084959589
-0.00532837343216563
-0.00516040648664173
0.0033995370838511
-0.0164399478477488
-0.0321042814986985
0.013745926562601
0.00379126180076028
-0.0123683380417905
-0.0131831074198665
-0.0204636411722685
-0.0194883553463061
-0.00100578596376444
-0.0406797512861878
-0.00729778810108428
0.0616582393908445
-0.0171914674230553
0.0978714990864713
-0.00774666936931112
0.0220429745610193
-0.00146910835932701
-0.00166708056169007
0.00762700682433959
0.00951158354726722
-0.00105084431598002
-0.00770852996975613
0.00402030692982613
0.0207632420324284
0.011139065708706
0.0126352272590822
0.0202085974271071
0.0147249696684906
0.00654394052943985
-0.0139757834796121
-0.00810418677759372
0.00751370050220324
0.0131483013890215
-0.0188840431744239
-0.000437670383224287
-0.00245856914437859
0.0197065454685816
0.0300109743459274
0
-0.00951905218570737
-0.00393010796856785
0.0190882521088351
-0.00106058771447692
-0.00321200157595847
0.0130932410078621
0.0082516669479169
0.0133614396345489
-0.00418978507310541
0.0207243997819297
0.000597996728838979
-0.02033986382677
0.00273102283746773
0.015648279908719
0.00213753100205771
-0.0104037904728163
-0.0071138632962704
-0.0279994998977973
0.0111250268359182
0.0289968782425678
-0.00209495993561148
-0.00160055967836392
-0.0120725009057772
0.00201154297215744
-0.00132630801817157
-0.00348995117960804
-0.00433379017859181
0.0234980725814644
0.000951798648632263
-0.00187681933648953
0.00382760855223552
-0.000751470789751352
-0.000287863026507296
-0.00242976061498368
-0.0228196551225199
0.00129348170713683
0.00569027102594077
-0.0109906749566946
-0.00963014636396586
0.0110166879364844
0.0121474187203461
0.0112716601576501
0.00231215500660475
0.0275789852940331
0.0113975143659815
0.0082752096220311
0.00489518962136337
-0.00217323898015032
-0.000729644274386487
-0.00170457653435818
0.0123629611804859
0.0263696158456224
0
0.0166736046171501
0.02296253194576
-0.0136354877895393
0.0113561811536727
-0.0383725298315376
0.00187219686035789
0.0277255055384416
-0.00552362660437566
0
0.0122916240839306
0.00247707147276621
-0.0162909871354362
0.00184111189903291
0.0143428099765348
-0.00491872167172502
-0.0101528010960852
-0.031127276068279
-0.0392564990333959
0.00371741525225922
-0.0661000585021139
-0.00333683453886202
0.055294746016294
-0.00259082454858195

结果和图表：

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：ARCH MSA ARC RCH SAR 程序

能不能分享一下guass软件，谢谢