如题,求指点,用JMulTi进行STR平滑转换回归,先通过格点搜索找到了Gamma和c的初始值,但预测的Gamma值为边界值;然后代入进行STR回归,返还的结果类似如下情况,Gamma和c的t值和p值显示为NaN,但是我发现帮助文件里面给的案例是有具体数值的。用了好几组不同的数据,Gamma和c的t值和p值都显示为NaN。是软件本身就不返回这个值吗?还是我的方法或数据有问题?求指点啊~~谢谢!另外,我在JMulTi中用STR分析分省的GDP在30多年中的波动拐点时,发现不少省份的检验结果是模型为线性,也就是不适合STR,是正常的吗?求知道的童鞋解答。
variables in AR part: CONST decycle30(t-1) decycle30(t-2)decycle30(t-3) decycle30(t-4)
restriction theta=0:
restriction phi=0:
restriction phi=-theta:
transition variable: decycle30(t-1)
sample range: [1982, 2012], T = 31
transition function: LSTR1
number of iterations: 192
variable start estimate SD t-stat p-value
----- linear part ------
CONST 0.29374 0.47891 0.5032 0.9518 0.3532
decycle30(t-1) 1.32252 1.28864 0.2235 5.7649 0.0000
decycle30(t-2) -0.34460 -0.28163 0.3132 -0.8992 0.3798
decycle30(t-3) -0.38808 -0.33877 0.2753 -1.2307 0.2334
decycle30(t-4) -0.00669 -0.09297 0.2084 -0.4460 0.6606
---- nonlinear part ----
CONST -100845.98573-20.90172 21.1958 -0.9861 0.3365
decycle30(t-1) -2473.33530 -1.67404 0.7075 -2.3661 0.0288
decycle30(t-2) -28185.90605 -12.67979 7.6602 -1.6553 0.1143
decycle30(t-3) 108445.90183 39.82896 25.7655 1.5458 0.1386
decycle30(t-4) -84124.04205 -29.99408 19.9810 -1.5011 0.1498
Gamma 10.00000 28.20354 36.2483 NaN NaN
C1 9.01161 4.05298 0.7952 NaN NaN
AIC: 1.8568e+00
SC: 2.4119e+00
HQ: 2.0378e+00
R2: 8.7125e-01
adjusted R2: 0.8754
variance of transition variable: 23.6199
SD of transition variable: 4.8600
variance of residuals: 4.8171
SD of residuals: 2.1948