各位大侠好!我用EVIEWS作极大似然估计。是一串时间序列,
似然函数描述为:
@logl log1
@param c(1) 0.9762 c(2) 0.0507
res=t-c(1)*t(-1)-c(2)
var=@sum(res^2)/107
log1=-0.5*(log(2*3.1415*var)+res^2/var)
@temp res var log1
总是说我:missing walues in @logl series at current coefficients at observation
实在是无奈了,不知是否能得高人指点一二?不胜感激!