高手们好,求教一个问题,
对于下面的序列:
r=
0.500665
1.227997
0.782874
3.768793
1.263474
1.761155
1.858265
2.454951
2.053356
1.440485
0.864822
0.509458
1.364730
0.927691
1.819570
2.689136
2.393985
1.771760
1.522270
2.009931
3.672654
4.063135
2.690085
3.853183
2.908067
3.662444
3.212588
6.005267
2.273891
3.324355
3.175441
-0.737240
4.176366
1.991808
2.270587
2.855469
2.933279
3.074386
3.426079
2.032879
3.123603
2.314238
1.639277
-0.808842
2.130721
-0.102849
-0.911632
1.057464
2.256707
1.836461
1.816674
2.385058
2.005311
3.071158
2.072088
4.420991
4.030922
2.786165
4.263040
2.174823
2.745089
4.374816
2.877848
2.117616
4.261526
2.456763
1.983413
2.215412
2.991066
2.358415
2.256151
2.243487
2.377462
2.564243
1.871868
2.185582
2.469515
1.409268
1.637964
1.329082
2.313533
2.192323
3.271806
-0.045256
1.358716
2.267797
2.533659
1.271668
1.929530
2.212988
1.875077
1.573977
1.831853
1.577748
1.702691
2.006909
2.451672
1.734649
1.850996
3.150251
1.009904
3.251800
2.210795
2.367987
1.432108
2.818023
2.586907
2.288821
1.865701
2.746171
2.670307
2.470631
2.783658
2.282618
2.506116
2.873779
2.748144
2.254081
2.565885
2.725492
2.457301
2.166172
-0.449095
2.033893
1.921763
2.577875
2.734133
2.980306
2.775462
2.662917
2.665579
在估计GARCH-M模型时出现问题,我选择滞后2阶,即AR(2)-GARCH(1,1)-M但很奇怪,就是不能估计,显示overflow,但滞后1、3阶都是可以的,求高手解答。万分感谢。