用winrats跑了个VAR-BEKK-GARCH模型,但是结果是有的变量自身的Arch项不显著,有的变量自身的Garch项不显著,求教大神这是模型有问题么,需要怎么解决呢?结果如下:
MV-GARCH, BEKK - Estimation by BFGS
Convergence in 61 Iterations. Final criterion was 0.0000000 <= 0.0000100
Weekly Data From 2008:01:14 To 2009:12:28
Usable Observations 103
Log Likelihood -890.1633