各位老师同学，我按照rats软件的用户指导做马尔科夫变换garch的时候程序做到最大释然估计的时候提示出错咋回事啊，试了好多次了。怎么解决？？OPEN DATA "F:\weekly.xls"
CALENDAR(W) 1970:1:7
DATA(FORMAT=XLS,ORG=COLUMNS) 1970:01:07 1994:04:13 DATE RATE
diff rate / drate
spgraph(vfields=2,window="Figure 3")
graph(header="One Month T-Bill Rates")
# rate
graph(header="One Month T-Bill Yields")
# drate
spgraph(done)
source markov.src
compute nstates=2
dec rect p(nstates-1,nstates)
dec vect pstar(nstates)
dec series[vect] pt_t pt_t1 psmooth
gset pt_t    1 1994:04:13 = %zeros(nstates,1)
gset pt_t1   1 1994:04:13 = %zeros(nstates,1)
gset psmooth 1 1994:04:13 = %zeros(nstates,1)
stats drate
cmom(corr,print)
# drate rate{1}

linreg(robust) drate
compute olsvar =%seesq
compute olsbeta =%beta
nonlin a01 a02 a11 a12 b01 b02 p
compute a01=olsbeta(1),a11=olsbeta(2),b01=sqrt(olsvar)
compute a02=a12=0.0,b02=b01
compute p=||.8,.1||

function SimpleRegimeF t
type vector SimpleRegimeF
type integer t
compute SimpleRegimeF=||%density((drate(t)-a01-a11*rate(t-1))/b01)/b01,$
                        %density((drate(t)-a02-a12*rate(t-1))/b02)/b02||
end
frml logl = f=SimpleRegimeF(t),pt_t1=%mcstate(p,pstar),pt_t=pstar=%msupdate(f,pt_t1,fpt),log(fpt)
maximize(start=(pstar=%mcergodic(p)),method=bfgs,iters=100,pmethod=simplex,piters=5) logl 2 1994:4:13
## NL6. NONLIN Parameter A01 Has Not Been Initialized. Trying 0
## NL6. NONLIN Parameter A11 Has Not Been Initialized. Trying 0
## NL6. NONLIN Parameter B01 Has Not Been Initialized. Trying 0
## NL6. NONLIN Parameter B02 Has Not Been Initialized. Trying 0
## MAT2. Matrices with Dimensions 0 x 1 and 2 x 1 Involved in .* Operation
The Error Occurred At Location 11, Line 7 of %MSUPDATE