高老师书中GARCH(1,1)极大似然估计程序:

@logl logl

res=log(p)-mu(1)*log(p(-1))

sig2=omega(1)+lambda(1)*sig2(-1)+alpha(1)*res(-1)^2

z=res^2/sig2/(tdf(1)-2)+1

logl=@gammalog((tdf(1)+1)/2)-@gammalog(tdf(1)/2)-log(3.141592)/2-log(tdf(1)-2)/2-log(sig2)/2-(tdf(1)+1)*log(z)/2

我运行后出现ｍｉｓｓｉｎｇ　ｖａｌｕｅｓ　ｉｎ　＠ｌｏｇｌ　ｓｅｒｉｅｓ　ａｔ　ｃｕｒｒｅｎｔ　ｃｏｅｆｆｉｃｉｅｎｔｓ　ａｔ　ｏｂｓｅｒｖａｔｉｏｎ　１

请各位帮忙看看是什么原因?

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