<P>对时间序列数据进行趋势、周期和季度的分解</P>
<P>@signal real= t1+c1+s1<BR>@state t1=b(-1)+t1(-1)+[var=exp(c(2))]<BR>@state b=b(-1)+[var=exp(c(9))]</P>
<P>@state c1=c(3)*c1(-1)+c(4)*c2(-1)+c(7)*c3(-1)+[var=exp(c(5))]<BR>@state c2=c1(-1)<BR>@state c3=c2(-1)</P>
<P>@state s1=-s1(-1)-s2(-1)-s3(-1)+[var=exp(c(6))]<BR>@state s2=s1(-1)<BR>@state s3=s2(-1)</P>
<P>但是结果总是出现</P>
<P>WARNING: Singular covariance - coefficients are not unique <BR> <BR> Coefficient Std. Error z-Statistic Prob. <BR> <BR>C(2) -4479.738 NA NA NA<BR>C(3) -1.001445 NA NA NA<BR>C(4) -1.001549 NA NA NA<BR>C(5) 10.08433 NA NA NA<BR>C(6) -25.19512 NA NA NA<BR>C(7) -1.002057 NA NA NA<BR>C(9) 9.544088 NA NA NA<BR> <BR>求助应该怎样修正模型？？？</P>
<P>万分感谢！！</P>
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