@signal cy = c(1) + sv1*zhc + [var = exp(c(2))]
@state sv1 =c(3)+c(4)* sv1(-1)+[var = exp(c(5))]
Sspace: ESSAY
Method: Maximum likelihood (Marquardt)
Date: 06/15/09 Time: 13:24
Sample: 1995 2007
Included observations: 13
Convergence achieved after 1 iteration
WARNING: Singular covariance - coefficients are not unique
Coefficient Std. Error z-Statistic Prob.
C(1) -2789.831 NA NA NA
C(2) 18.10923 NA NA NA
C(3) 4.231287 NA NA NA
C(4) 0.782116 NA NA NA
C(5) -334.7372 NA NA NA
Final State Root MSE z-Statistic Prob.
各位高手帮我看下哪里出问题了,怎么都是na?