密度函数在附件中
LOGL的编程如下:
@logl l
res=resid01
var0=p00(1)*res^2+p10(1)*res(-1)^2
var1=(1-p00(1))*res(-1)^2+(1-p10(1))*res^2
l=-(res^2/var0)/2+log(2*3.1415926*p00(1)*p10(1))+log(@sqrt(var0))+log(@sqrt(var1))-(res^2/var1)
'@temp res var0 var1 logl
可应用estimate,它总出现"index missing for coefficient VAR0 in "var0=p00(1)*res^2+p10(1)*res(-1)^2"
想请教各位高手,这是怎么回事?
小女子在此谢过了!