本附件包括:
CODE 我已经附上了
我下载CODE后解压把文件夹取名2放在D盘,
然后,我把GAUSS界面current working directory改成D:\2,
sourse browser 改成c:\gauss8.0\src
然后file-open-maxseek,再点run active file
运行结果是:
Line 153 in D:\2\procs
Syntax error G0008 : 'endp'
Line 182 in D:\2\MAXSEEK
Nested procedure definition G0155
Line 182 in D:\2\MAXSEEK
Syntax error G0008 : 'proc matpm(xth)'
请大虾帮忙看一下,这是怎么回事.是我的SOURCE BROWSER路径有问题么?还有MAXSEEK到底是program还是source?
.SRC和.PRG有什么区别?运行的时候是运行的.SRC还是.PRG啊?
运行已有的CODE步骤是什么,该怎么设置啊,我下了好几个CODE,运行都不成功
这些问题已经困扰本人很久了,期待解答!谢谢
请用GAUSS7.0试验,并把PROCS放入src,我在GAUSS.9.0也做不了,搞了半天也不知道为什么,你可以再问问xuelida,如果搞懂些再短信告诉我。Bayesian prior used
a= 0.00000000 b= 0.00000000 c= 0.00000000
================================================================================
iteration: 1
algorithm: BFGS step method: STEPBT
function: 70.10405 step length: 0.00000 backsteps: 0
--------------------------------------------------------------------------------
param. param. value relative grad.
1 1.0000 0.1090
2 0.0000 0.0986
3 0.1000 0.2602
4 0.0000 0.1807
5 0.0000 0.0930
6 0.0000 0.1197
7 1.0000 0.2488
8 1.5000 0.1387
9 1.5000 0.0484
================================================================================
iteration: 2
algorithm: BFGS step method: STEPBT
function: 66.15422 step length: 1.00000 backsteps: 0
--------------------------------------------------------------------------------
param. param. value relative grad.
1 1.1090 0.1833
2 0.0986 0.0909
3 0.3602 0.1420
4 0.1807 0.0721
5 -0.0930 0.1217
6 -0.1197 0.0098
7 0.7512 0.5398
8 1.5925 0.0179
9 1.4677 0.0785
================================================================================
iteration: 3
algorithm: BFGS step method: STEPBT
function: 65.77063 step length: 1.00000 backsteps: 0
--------------------------------------------------------------------------------
param. param. value relative grad.
1 1.2386 0.1151
2 0.0830 0.0813
3 0.3729 0.1215
[此贴子已经被作者于2008-8-25 19:25:50编辑过]
MLE as parameterized for numerical optimization
Coefficients:
1.1635158 -0.35881272 0.013487767 -0.057518295 -0.24698394 -0.21292052 0.76900394 3.0701620 1.7538953
Value of log likelihood: -60.882447
Gradient vector:
-0.00013736983 3.4778682e-006 1.6442400e-005 0.00024314148 -7.9539357e-005 5.4949616e-005 -0.00039239950 1.6098331e-005 -1.8397745e-005
Vector is reparameterized to report final results as follows
Means for each state:
1.1635158 -0.35881272
Autoregressive coefficients:
0.013487767 -0.057518295 -0.24698394 -0.21292052
Variances:
0.59136706
Matrix of Markov transition probabilities:
0.90408497 0.24532961
0.095915032 0.75467039
Ergodic probs for full state vector:
0.48030944 0.050956378 0.013827360 0.042535017 0.013827360 0.0014669547 0.011542166 0.035505421 0.013827360 0.0014669547 0.00039806814 0.0012245168 0.011542166 0.0012245168 0.0096346378 0.029637580 0.050956378 0.0054059992 0.0014669547 0.0045125709 0.0014669547 0.00015563029 0.0012245168 0.0037667960 0.042535017 0.0045125709 0.0012245168 0.0037667960 0.035505421 0.0037667960 0.029637580 0.091169605
Ergodic probs for primitive states:
0.71892590 0.28107410
Log likelihood:
-60.882447
for vector of coefficients parameterized as follows,
1.1635158 -0.35881272 0.013487767 -0.057518295 -0.24698394 -0.21292052 0.59136706 0.90408497 0.75467039
the standard errors are
0.074526270 0.26548978 0.12202021 0.13888002 0.10717474 0.11089328 0.10299274 0.037742406 0.096527744
-------------------------------
Probabilities for primitive states
filtered probabilities
Obs P(st-0 =1 ) P(st-1 =1 ) P(st-2 =1 ) P(st-3 =1 ) P(st-4 =1 )
5.0000 0.7767 0.7552 0.7331 0.7084 0.6971
6.0000 0.9492 0.8988 0.8439 0.7964 0.7329
7.0000 0.9963 0.9859 0.9479 0.9352 0.8871
8.0000 0.9903 0.9988 0.9892 0.9639 0.9513
9.0000 0.9401 0.9931 0.9988 0.9871 0.9571
10.0000 0.5374 0.8365 0.9853 0.9978 0.9815
11.0000 0.1400 0.2231 0.7325 0.9780 0.9980
12.0000 0.0089 0.0194 0.1067 0.5846 0.9617
13.0000 0.0485 0.0029 0.0147 0.0860 0.5715
14.0000 0.6141 0.1007 0.0047 0.0208 0.1042
15.0000 0.9109 0.7931 0.1266 0.0047 0.0167
16.0000 0.9955 0.9748 0.8578 0.1806 0.0067
17.0000 0.9795 0.9981 0.9776 0.8667 0.1676
18.0000 0.9923 0.9930 0.9988 0.9879 0.8975
19.0000 0.9846 0.9970 0.9938 0.9991 0.9890
20.0000 0.7510 0.9694 0.9958 0.9902 0.9985
21.0000 0.7763 0.7743 0.9731 0.9957 0.9879
22.0000 0.5220 0.6301 0.6740 0.9631 0.9943
23.0000 0.8150 0.6719 0.7330 0.7401 0.9648
xuelida
你好!数据和程序我传上来了,如果可能,能不能还麻烦你帮忙分1991.01-1996.12和1997.01-2008.07两个阶段帮我运行一下.因为我的论文是分两个小阶段和整个作为一个阶段来分析的,但是我运行程序的时候,发现三个时间段的运行结果每次运行都是不一样的,我也不晓得是怎么回事,麻烦你了.
非常感谢!
“MAXSEEK到底是program还是source? ” MAXSEEK应该是在当时的386机器下运行的程序,是PRG还是SRC关系都不大,你可以自己修改嘛!
上面各位遇到的问题主要是gauss8、gauss9的library文件需要对library所指的对象的定义附加行号,比较一下新的library定义文件与就的定义文件就会发现。
解决办法是用gauss的library tool将你要用的proc、src以及dec、ext等文件重新刷一遍就好了。
上面各位遇到的问题主要是gauss8、gauss9的library文件需要对library所指的对象的定义附加行号,比较一下新的library定义文件与就的定义文件就会发现。
解决办法是用gauss的library tool将你要用的proc、src以及dec、ext等文件重新刷一遍就好了。
1991.01-1996.12和1997.01-2008.07两个阶段帮我运行一下.因为我的论文是分两个小阶段和整个作为一个阶段来分析的,但是我运行程序的时候,发现三个时间段的运行结果每次运行都是不一样的,我也不晓得是怎么回事,麻烦你了.
三个阶段数据不一样,运行结果当然不一样了。
第二阶段结果
Elapsed time in minutes: 0.1286
number of sample : 132.0000
unconstrained coefficients:
3.7607 2.8282 -0.3018 -0.0516 0.1256 -0.1693 -0.0380 -0.0374 -0.0707 2.3867 0.1049 0.3032 0.0380 0.3301 0.1255 -0.4981 5.5061 10.4167
======================MS(2)-AR(6) model=====================
Log Likelihood = -443.1995
Akaike Information Criterion = 6.9879
===========================================================
coef.est std.err t-stat p-value
===========================================================
p11 0.9773 0.0177 55.1571 0.0000
p12 0.0227 0.0177 1.2834 0.2020
p21 0.0558 0.0473 1.1811 0.2401
p22 0.9442 0.0473 19.9795 0.0000
(1)phi0 -0.3018 0.5968 -0.5057 0.6141
(1)phi1 -0.0516 0.0987 -0.5228 0.6021
(1)phi2 0.1256 0.0906 1.3857 0.1686
(1)phi3 -0.1693 0.0901 -1.8798 0.0627
(1)phi4 -0.0380 0.0908 -0.4185 0.6763
(1)phi5 -0.0374 0.0869 -0.4302 0.6679
(1)phi6 -0.0707 0.0854 -0.8278 0.4095
(2)phi0 2.3867 2.2564 1.0577 0.2924
(2)phi1 0.1049 0.1858 0.5643 0.5737
(2)phi2 0.3032 0.2088 1.4520 0.1493
(2)phi3 0.0380 0.1836 0.2067 0.8366
(2)phi4 0.3301 0.1954 1.6896 0.0939
(2)phi5 0.1255 0.2257 0.5559 0.5794
(2)phi6 -0.4981 0.2353 -2.1166 0.0365
sigma1 5.5061 0.4125 13.3483 0.0000
sigma2 10.4167 1.3867 7.5116 0.0000
===========================================================
------------- transition probabilities matrix -------------
0.9773 0.0558
0.0227 0.9442
===========================================================
第一阶段结果
Elapsed time in minutes: 0.1596
number of sample : 66.0000
unconstrained coefficients:
2.1316 -1.1915 0.0926 0.0559 0.0465 -0.1291 -0.1636 -0.1429 0.0547 5.3713 0.6157 -2.9758 4.0372 -5.2267 1.6274 3.1815 14.6672 0.0104
======================MS(2)-AR(6) model=====================
Log Likelihood = -239.0367
Akaike Information Criterion = 7.7890
===========================================================
coef.est std.err t-stat p-value
===========================================================
p11 0.8939 0.0402 22.2370 0.0000
p12 0.1061 0.0402 2.6383 0.0113
p21 0.7670 0.1582 4.8469 0.0000
p22 0.2330 0.1582 1.4724 0.1477
(1)phi0 0.0926 1.6169 0.0573 0.9546
(1)phi1 0.0559 0.0896 0.6242 0.5356
(1)phi2 0.0465 0.0838 0.5552 0.5815
(1)phi3 -0.1291 0.0828 -1.5594 0.1258
(1)phi4 -0.1636 0.0814 -2.0106 0.0502
(1)phi5 -0.1429 0.0830 -1.7220 0.0918
(1)phi6 0.0547 0.0869 0.6289 0.5325
(2)phi0 5.3713 0.0111 484.7397 0.0000
(2)phi1 0.6157 0.0005 1131.0086 0.0000
(2)phi2 -2.9758 0.0005 -6310.6475 0.0000
(2)phi3 4.0372 0.0004 9204.0030 0.0000
(2)phi4 -5.2267 0.0007 -7775.8166 0.0000
(2)phi5 1.6274 0.0007 2356.1955 0.0000
(2)phi6 3.1815 0.0006 5368.1294 0.0000
sigma1 14.6672 1.4493 10.1205 0.0000
sigma2 0.0104 0.0000 + 0.0030i 0.0000 - 3.3987i 0.0014
===========================================================
------------- transition probabilities matrix -------------
0.8939 0.7670
0.1061 0.2330
===========================================================
全部时间段的结果
Elapsed time in minutes: 0.1992
number of sample : 205.0000
unconstrained coefficients:
4.3396 1.9137 0.5647 0.0495 0.2873 0.0686 0.0371 -0.0007 -0.0471 11.3020 -0.2320 -0.1396 -0.0236 -0.4035 -0.2453 0.0892 8.4219 34.7694
======================MS(2)-AR(6) model=====================
Log Likelihood = -769.3986
Akaike Information Criterion = 7.6819
===========================================================
coef.est std.err t-stat p-value
===========================================================
p11 0.9871 0.0094 105.3990 0.0000
p12 0.0129 0.0094 1.3747 0.1709
p21 0.1286 0.0830 1.5486 0.1232
p22 0.8714 0.0830 10.4971 0.0000
(1)phi0 0.5647 0.7126 0.7925 0.4291
(1)phi1 0.0495 0.0678 0.7296 0.4666
(1)phi2 0.2873 0.0684 4.1974 0.0000
(1)phi3 0.0686 0.0613 1.1183 0.2649
(1)phi4 0.0371 0.0574 0.6462 0.5189
(1)phi5 -0.0007 0.0795 -0.0092 0.9926
(1)phi6 -0.0471 0.0643 -0.7319 0.4651
(2)phi0 11.3020 9.1683 1.2327 0.2192
(2)phi1 -0.2320 0.2271 -1.0219 0.3082
(2)phi2 -0.1396 0.2237 -0.6240 0.5334
(2)phi3 -0.0236 0.0418 -0.5639 0.5735
(2)phi4 -0.4035 0.2756 -1.4640 0.1449
(2)phi5 -0.2453 0.3053 -0.8037 0.4226
(2)phi6 0.0892 0.4544 0.1963 0.8446
sigma1 8.4219 0.4554 18.4923 0.0000
sigma2 34.7694 5.8546 5.9389 0.0000
===========================================================
------------- transition probabilities matrix -------------
0.9871 0.1286
0.0129 0.8714
===========================================================