用eviews进行最大似然估计时总提示缺初始值
我编的程序是
@logl logl
@param mu(1) 1 omega(1) 1 alpha(1) 1 beta(1) 1 tdf(1) 1
res=log(p)-mu(1)*log(p(-1))
sig2=omega(1)+alpha(1)*res(-1)^2+beta(1)*sig2(-1)
z=res^2/sig2/(tdf(1)-2)+1
logl=@gammalog((tdf(1)+1)/2)-@gammalog(tdf(1)/2)-log(3.14159265359)/2-log(tdf(1)-2)/2-log(sig2)/2-(tdf(1)+1)*log(z)/2
请问谁知道有什么错误,谢谢了!