自己按照bv_garch 改编的程序   出现了  .“Missing values in @LOGL series at current coefficients at observation 1 in “DO_BVGARCH.ML(SHOWOPTS,M=100,C=1E-5)”发现var(y1) 跟var(y2) 里面值都是NA  求助 是哪一步程序出了问题
' LOG LIKELIHOOD' set up the likelihood ' 1) open a new blank likelihood object (L.O.) name bvgarch' 2) specify the log likelihood model by append' ...........................................................logl bvgarchbvgarch.append @logl loglbvgarch.append sqres1 = (y1-mu(1))^2bvgarch.append sqres2 = (y2-mu(2))^2bvgarch.append res1res2 = (y1-mu(1))*(y2-mu(2))' calculate the variance and covariance seriesbvgarch.append var_y1  =  omega(1)^2 + beta(1)^2*var_y1(-1) + alpha(1)^2*sqres1(-1)bvgarch.append var_y2  =  omega(3)^2+omega(2)^2 + beta(2)^2*var_y2(-1) + alpha(2)^2*sqres2(-1)bvgarch.append cov_y1y2 = omega(1)*omega(2) + beta(2)*beta(1)*cov_y1y2(-1) + alpha(2)*alpha(1)*res1res2(-1)' determinant of the variance-covariance matrixbvgarch.append deth = var_y1*var_y2 - cov_y1y2^2' inverse elements of the variance-covariance matrixbvgarch.append invh1 = var_y2/dethbvgarch.append invh3 = var_y1/dethbvgarch.append invh2 = -cov_y1y2/deth' log-likelihood seriesbvgarch.append logl =-0.5*(!mlog2pi + (invh1*sqres1+2*invh2*res1res2+invh3*sqres2) + log(deth))' remove some of the intermediary series' bvgarch.append @temp invh1 invh2 invh3 sqres1 sqres2 res1res2 deth' estimate the modelsmpl s1bvgarch.ml(showopts, m=100, c=1e-5)' change below to display different outputshow bvgarch.outputgraph varcov.line var_y1 var_y2 cov_y1y2show varcov' LR statistic for univariate versus bivariate modelscalar lr = -2*( eq1.@logl + eq2.@logl - bvgarch.@logl )scalar lr_pval = 1 - @cchisq(lr,1)小弟附上qq 747442563 可以详谈 价格面议  麻烦备注注明下来自论坛