我做一个债市与股市波动溢出效应用Eviews编程,用的是Eviews自带的程序稍加改动的.我知道我的有几个数据的初值赋的有问题,但觉得不是大问题.程序如下:

'sample s0 6/02/2004 6/17/2008
'sample s1 6/03/1994 6/17/2008

smpl s0

equation eq1.arch(m=100,c=1e-5) rinb c
equation eq2.arch(m=100,c=1e-5) rins c

coef(2) mu
 mu(1) = eq1.c(1)
 mu(2)= eq2.c(1)

coef(3) omega
 omega(1)=(eq1.c(2))^.5
 omega(2)=.1
 omega(3)=eq2.c(2)^.5

coef(4) alpha
 alpha(1) = (eq1.c(3))^.5
 alpha(2) =.1
 alpha(3)= (eq2.c(3))^.5
 alpha(4)=.1

coef(4) beta
 beta(1)= (eq1.c(4))^.5
 beta(2)=.1
 beta(3)= (eq2.c(4))^.5
 beta(4)=.1

!mlog2pi = 2*log(2*@acos(-1))

series cov_y1y2 = @cov(rinb-mu(1), rins-mu(2))
series var_y1 = @var(rinb)
series var_y2 = @var(rins)

series sqres1 = (rinb-mu(1))^2
series sqres2 = (rins-mu(2))^2
series res1res2 = (rinb-mu(1))*(rins-mu(2))

logl bvgarch
bvgarch.append @logl logl
bvgarch.append sqres1 = (rinb-mu(1))^2
bvgarch.append sqres2 = (rins-mu(2))^2
bvgarch.append res1res2 = (rinb-mu(1))*(rins-mu(2))

bvgarch.append var_y1  =  omega(1)^2 + beta(1)^2*var_y1(-1) + 2*beta(1)*beta(4)*cov_y1y2(-1)+beta(4)^2*var_y2(-1)+alpha(1)^2*sqres1(-1)+2*alpha(1)*alpha(4)*res1res2(-1)+alpha(4)^2*sqres2(-1)
bvgarch.append var_y2  =  omega(3)^2+omega(2)^2 + beta(3)^2*var_y2(-1) + beta(2)^2*var_y1(-1)+2*beta(2)*beta(3)*cov_y1y2(-1)+ alpha(2)^2*sqres1(-1)+2*alpha(2)*alpha(3)*res1res2(-1)+alpha(3)^2*sqres2(-1)
bvgarch.append cov_y1y2 = omega(1)*omega(2) +beta(2)*beta(1)*var_y1(-1) +(beta(2)*beta(4)+beta(1)*beta(3))*cov_y1y2(-1)+beta(3)*beta(4)*var_y2(-1)+alpha(1)*alpha(2)*sqres1(-1)+alpha(3)*alpha(4)*sqres2(-1)+( alpha(3)*alpha(1)+alpha(2)*alpha(4))*res1res2(-1)

bvgarch.append deth =var_y1*var_y2 - cov_y1y2^2

bvgarch.append invh1 = var_y2/deth
bvgarch.append invh3 = var_y1/deth
bvgarch.append invh2 = -cov_y1y2/deth

bvgarch.append logl =-0.5*(!mlog2pi + (invh1*sqres1+2*invh2*res1res2+invh3*sqres2) + log(deth))

smpl s1
bvgarch.ml(showopts, m=100, c=1e-5)

show bvgarch.output
graph varcov.line var_y1 var_y2 cov_y1y2
show varcov

scalar lr = -2*( eq1.@logl + eq2.@logl - bvgarch.@logl )
scalar lr_pval = 1 - @cchisq(lr,1)

运行后,系统报错,说missing values in @logl series at current coefficient at observation 6/02/2004  in"Do BV BARCH ML"

这是为什么啊??貌似不是程序的问题??请各位大侠帮忙看看吧!这个急用啊!!!