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本人是R语言新手,在摸索BEKK时候,尝试以下语句,却出现了错误,请各位大神帮忙看一看
#所需要变量在数据表的第9,10列#
> lcmx=data[,10]
> ltocom=data[,9]
#将两个变量放在eps数据框中#
> eps<-data.frame(lcmx,ltocom)
> data.bekk=BEKK(eps,order=c(1,1))
H IS SINGULAR!...
H IS SINGULAR!...
H IS SINGULAR!...
H IS SINGULAR!...
Error in solve.default(estimation$hessian) :
Lapack routine dgesv: system is exactly singular: U[4,4] = 0