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各位请帮我看看这个运行结果是否能够通过呢?
我的模型是MSM(3)-VAR(2)方程详见附件
=================Final Results of the Maximum likelihood optimization ==================
Log likelihood -80.62789271
Convergence code : 0.00000000
The EM algorithm has converged.
Degree of freedom 59.00000000
Number of observations : 73
Number of parameters : 14
Estimates Gradient Standard-errors T-student Pvalue.
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
X01 0.944010 -0.000150 0.045336 20.822436 0.000000
X02 0.110832 -0.000011 0.075609 1.465855 0.147997
X03 0.001000 0.000000 0.000000 +INF 0.000000
X04 0.031152 0.000149 0.038638 0.806247 0.423338
X05 0.889168 0.000010 0.075610 11.759923 0.000000
X06 0.128018 -0.000003 0.160836 0.795954 0.429250
X07 -0.420092 0.000600 0.143599 -2.925448 0.004876
X08 0.200725 0.000206 0.122728 1.635536 0.107261
X09 0.835687 0.000090 0.616817 1.354838 0.180634
X10 0.457579 -0.000591 0.108332 4.223849 0.000084
X11 0.229043 -0.000733 0.083140 2.754908 0.007795
X12 2.272514 -0.000136 1.219811 1.863005 0.067442
X13 -0.393807 0.000114 0.114419 -3.441802 0.001068
X14 -0.387794 0.000163 0.098941 -3.919452 0.000234
Duration of estimation, in secs5.07800000
parameter
0.94401008
0.11083162
0.00100000
0.03115174
0.88916829
0.12801788
-0.42009213
0.20072523
0.83568727
0.45757866
0.22904287
2.27251445
-0.39380705
-0.38779440
=================Final Parameters ==================
=================Final matrix of markovian transition probabilities P[i,j]: ==================
0.94401008 0.11083162 0.00100000
0.03115174 0.88916829 0.12801788
0.02483818 0.00000010 0.87098212
=================Final ergodic probabilities :=================
0.58963628
0.29684827
0.11351545
=================Final transposed conditional beta, covariances, var_res by regime, y1..yk series in column :=================
==============Regime 1.00000000=============
Beta
-0.42009213
Delta
-0.39380705
-0.38779440
Sigma
0.45757866
==============Regime 2.00000000=============
Beta
0.20072523
Delta
-0.39380705
-0.38779440
Sigma
0.22904287
==============Regime 3.00000000=============
Beta
0.83568727
Delta
-0.39380705
-0.38779440
Sigma
2.27251445
==============Block matrix of beta, delta, covariances, by regime, y1..yk series in column :=============
Beta:
-0.42009213 0.20072523 0.83568727
Delta:
-0.39380705 -0.39380705 -0.39380705
-0.38779440 -0.38779440 -0.38779440
Sigma:
0.45757866 0.22904287 2.27251445
================== Residual analysis and diagnostics - Copyright (C) 2004 by Benoit BELLONE ================
===Covariance matrix of residuals===
0.53983342
=== Information Criteria based upon Residual Covariance Matrix Analysis ===
-------------------------------------------------------------------------------------------------------------
BIC AICa AICc SIC FPE AIC HQ
-------------------------------------------------------------------------------------------------------------
-0.496 -0.532 0.412 0.585 0.587 -0.560 -0.535
=================== Multivariate analysis of residuals - Jarque Berra ===================
Jarque and Bera Test, Under Ho : 'Residuals are normal'
JB stat: 32.794
Pvalue : 0.000
The Normality hypothesis is rejected at 1%