南冰 发表于 2010-10-7 22:01
谢谢你了啊,我刚把教程详细的看了一遍,打算用S-PLUS来做,可是在论坛里找到的那个版本我下载了,但是老是 ...
您好,我用7楼的程序以及后来epoh更新的estar_gscale.R,以及以下代码:
source("estar.R")
mod<-estar(log10(lynx),m=2,d=1,control=list(maxit=3000))
Using maximum autoregressive order for low regime: mL = 2
Using maximum autoregressive order for high regime: mH = 2
Using default threshold variable: thDelay=0
Performing grid search for starting values...
Starting values fixed: gamma = 10 , th = 2.179548 ; SSE = 4.99484
Optimization algorithm converged
Optimized values fixed for regime 2 : gamma = 3.018359 , th = 2.068361
source("estar_gscale.R")
mod<-estar(log10(lynx),m=2,d=1,control=list(maxit=3000))
Using maximum autoregressive order for low regime: mL = 2
Using maximum autoregressive order for high regime: mH = 2
Using default threshold variable: thDelay=0
Performing grid search for starting values...
Starting values fixed: gamma = 8 , th = 3.576091 ; SSE = 5.345515
Optimization algorithm converged
Optimized values fixed for regime 2 : gamma = 8.205648 , th = 3.577358
两者的结果和s-plus的结果差异如此之大,为什么呢?