悬赏 5 个论坛币 未解决
本人做了一个分析,结果如下:
Sspace: S1
Method: Maximum likelihood (Marquardt)
Date: 10/08/09 Time: 15:06
Sample: 1984 2008
Included observations: 25
Convergence achieved after 46 iterations
WARNING: Singular covariance - coefficients are not unique
Coefficient Std. Error z-Statistic Prob.
C(1) 226.4644 NA NA NA
C(2) -14.33282 NA NA NA
C(3) 0.066961 NA NA NA
C(4) 0.900960 NA NA NA
C(5) -3.345065 NA NA NA
C(6) 0.110617 NA NA NA
C(7) -0.702598 NA NA NA
C(8) -93.00153 NA NA NA
C(9) -0.003245 NA NA NA
Final State Root MSE z-Statistic Prob.
SH1 1.033444 0.164943 6.265453 0.0000
SH2 0.098222 0.000000 NA 0.0000
Log likelihood -106.8142 Akaike info criterion 9.265135
Parameters 9 Schwarz criterion 9.703930
Diffuse priors 0 Hannan-Quinn criter. 9.386838
搞不懂结果输出中“NA”的意义,拜托懂行的各位,帮忙解读一下,看有没有意义。