原始数据:<br>
有三个变量date、y1、y2<br>
我用sas处理二元bekk-garch,输入程序为:<br>
proc varmax data=book2;<br>
model y1 y2; <br>
garch q=1 p= 1 form=bekk;<br>
run;<br>
运行不出结果显示:<br>
NOTE: The default (METHOD=ML) is used.<br>
ERROR: QUANEW Optimization cannot be completed.<br>
NOTE: QUANEW needs more than 50 iterations or 15000 function calls.<br>
ERROR: Optimization cannot be completed.<br>
有没有大神能告诉我哪里出了问题?应该怎么写bekk garch对程序?救救孩子吧!