各位大侠,我现在正在研究马科夫状态转移模型即mrs-garch模型,用的程序是论坛里下载的marcucci_datacode中的mrsgarchestfor_con_all.m程序,但是从早上开始运行到现在已经4个小时了,依旧是
filename =
junk\MRSGARCH_N.txt
flag1 =
1
Index is 1.000
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Diagnostic Information
Number of variables: 10
Functions
Objective: swgarchlik
Gradient: finite-differencing
Hessian: finite-differencing (or Quasi-Newton)
Constraints
Nonlinear constraints: do not exist
Number of linear inequality constraints: 10
Number of linear equality constraints: 0
Number of lower bound constraints: 10
Number of upper bound constraints: 10
Algorithm selected
medium-scale
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
End diagnostic information
max Directional First-order
Iter F-count f(x) constraint Step-size derivative optimality Procedure
0 11 6791.42 -100
1 24 6595.1 -100 0.5 -192 1e+003
2 39 6582.9 -101.4 0.125 778 289 MaxSQPIter
3 51 6678.68 -200 1 6.92e+004 4.35e+006 MaxSQPIter
4 70 6678.5 -200 0.00781 -1.32e+003 8.25e+005
5 83 6446.61 -126.9 0.5 -224 1.03e+003 MaxSQPIter
6 96 6474.51 -141.1 0.5 166 6.53e+003 MaxSQPIter
7 109 6457.1 -108.3 0.5 28 1.15e+003 MaxSQPIter
8 135 6457.1 -108.3 -6.1e-005 13.2 1.15e+003 MaxSQPIter
9 161 6457.08 -108.3 -6.1e-005 399 1.15e+003 MaxSQPIter
10 175 5802.3 -137.2 0.25 -382 3.61e+003
大侠们,是啥原因啊,是程序错了吗?很急啊,谢谢啦