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Sspace: SS01
Method: Maximum likelihood (Marquardt)
Date: 01/31/10 Time: 08:05
Sample: 1978 2008
Included observations: 31
Convergence achieved after 10 iterations
WARNING: Singular covariance - coefficients are not unique
Coefficient Std. Error z-Statistic Prob.
C(1) 4.509815 NA NA NA
C(2) -19.35190 NA NA NA
C(3) -147.3880 NA NA NA
C(4) 0.576677 NA NA NA
C(5) -7.407356 NA NA NA
C(6) -3.158386 NA NA NA
C(7) -31.59527 NA NA NA
C(8) 0.227696 NA NA NA
C(9) -45.07365 NA NA NA
C(10) 3.218546 NA NA NA
Final State Root MSE z-Statistic Prob.
SV1 0.576677 9.89E-33 5.83E+31 0.0000
SV2 -3.158386 0.024633 -128.2190 0.0000
SV3 0.227696 1.38E-07 1652649. 0.0000
SV4 3.218546 1.63E-10 1.97E+10 0.0000
Log likelihood 21.61765 Akaike info criterion -0.749526
Parameters 10 Schwarz criterion -0.286950
Diffuse priors 0 Hannan-Quinn criter. -0.598738
最佳答案
xtdxnlm 查看完整内容
Singular covariance - coefficients are not unique
应该是状态空间模型的设置有问题。