有如下最大似然估计程序:

' set up GARCH likelihood logl ll1 ll1.append @logl logl ll1.append res=y-mu(1) ll1.append sig2 = omega(1)+alpha(1)*res(-1)^2 +beta(1)*sig2(-1) ll1.append u=@gamma(2/lambda(1))/@sqrt(@gamma(3/lambda(1))*@gamma(1/lambda(1))*(1-3*a(1)+3*a(1)^2)-@gamma(2/lambda(1))^2*(1-2*a(1))^2) ll1.append z=@sqrt((res/u+1-2*a(1))^2)

想在此加上if then....else....endif 条件判断语句,应该如何添加,语法才算正确

在z<=0时,执行下面最大似然方程 ll1.append logl =@log(lambda(1))+@log(2/lambda(1))-@log(u)-2*@log(1/lambda(1))-(@gamma(2/lambda(1))/a(1)/@gamma(1/lambda(1)))^lambda(1)*@abs(z)^lambda(1)

在z>0时,执行以下似然方程 ll1.append log1=@log(lambda(1))+@log(2/lambda(1))-@log(u)-2*@log(1/lambda(1))-(@gamma(2/lambda(1))/(1-a(1))/@gamma(1/lambda(1)))^lambda(1)*@abs(z)^lambda(1)

谢谢