我想用状态空间模型估计真实房价,还不熟悉,刚开始做按照过程做出来的结果如下,为什么都是NA,,,是因为样本量太少还是别的原因呢?????
Sspace: UNTITLED
Method: Maximum likelihood (Marquardt)
Date: 06/29/17 Time: 11:12
Sample: 2005 2015
Included observations: 11
Convergence achieved after 1 iteration
WARNING: Singular covariance - coefficients are not unique
Coefficient Std. Error z-Statistic Prob.
C(1) -6.045866 NA NA NA
C(2) -2.408682 NA NA NA
C(3) -138.5468 NA NA NA
C(4) -1.493997 NA NA NA
C(5) -126.3748 NA NA NA
C(6) 2.458217 NA NA NA
C(7) -38.25509 NA NA NA
C(8) 0.136354 NA NA NA
Final State Root MSE z-Statistic Prob.
SV1 -1.493997 8.22E-31 -1.82E+30 0.0000
SV2 2.458217 3.61E-28 6.80E+27 0.0000
SV3 0.136354 4.93E-09 27647533 0.0000
Log likelihood -2.360625 Akaike info criterion 1.883750
Parameters 8 Schwarz criterion 2.173128
Diffuse priors 0 Hannan-Quinn criter. 1.701337