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想问大家这个输出结果a12代表的是F对S还是S对F,求解答!!!!
MV-GARCH, BEKK - Estimation by BFGS
Convergence in 66 Iterations. Final criterion was 0.0000081 <= 0.0000100
Usable Observations 823
Log Likelihood 8291.70882663
Variable Coeff Std Error T-Stat Signif
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1. RF{3} -0.007313618 0.041910746 -0.17450 0.86146891
2. RS{3} 0.036619597 0.100391810 0.36477 0.71528551
3. Constant 0.000090157 0.000079743 1.13059 0.25822612
4. RF{3} -0.006427934 0.012828551 -0.50106 0.61632559
5. RS{3} -0.005874878 0.031932925 -0.18398 0.85403261
6. Constant 0.000146604 0.000031421 4.66583 0.00000307
7. C(1,1) 0.000575195 0.000100964 5.69702 0.00000001
8. C(2,1) 0.000628148 0.000038701 16.23097 0.00000000
9. C(2,2) 0.000000001 0.000151180 6.78809e-06 0.99999458
10. A(1,1) 0.337832468 0.035689010 9.46601 0.00000000
11. A(1,2) 0.144063746 0.021420417 6.72553 0.00000000
12. A(2,1) -0.406546971 0.097328871 -4.17704 0.00002953
13. A(2,2) 0.554689518 0.055392008 10.01389 0.00000000
14. B(1,1) 0.969644341 0.011115755 87.23153 0.00000000
15. B(1,2) 0.034459745 0.009633092 3.57723 0.00034726
16. B(2,1) -0.400129603 0.081069506 -4.93564 0.00000080
17. B(2,2) 0.476315129 0.048256067 9.87057 0.00000000