下面程序运行时总是提示endp出错
library maxlik;
#include maxlik.ext;
fname="c:\gauss7.0\examples\crisp.w";
range="c5:c1331";
{bp,names}=import(fname,range,1);
var=vcx(bp);
u=(bp-meanc(bp))^2;
maxset;
_max_active={1,1,1};
_max_gradtol=1e-5;
_max_algorithm=5;
_max_linesearch=5;
_max_maxiters=1000;
_max_maxtry=5;
_max_randradious=1e-3;
_max_covpar=3;
__output=1;
iv=0.001|0.97|0.02;
{est,fname,grad,cov,retcode}=maxlik(u,1,&lr,iv);
proc lr(miv,u);
local a0,a1,a2,h,t,ll;
a0=miv[1]; a1=miv[2]; a2=miv[3];
if a0<=0; ll=1000000; goto skip; endif;
if a1<0; ll=-1000000; goto skip; endif;
if a2<0; ll=-1000000; goto skip; endif;
if (a1+a2)>1; ll=-1000000; goto skip; endif;
h=zeros(rows(u),1);
h[1]=a0+(a1+a2)*var;
t=2;
do until t>rows(u);
h[t]=a0+a1*h[t-1]+a2*u[t-1];
t=t+1;
endo;
ll=-.5*ln(2*pi)-.5*ln(h[2:rows(u)])-.5*(u[2:rows(u)]./h[2:rows(u)]);
skip;
endp;
__title="garch(1,1) estimates";
print maxprt(est,fmax,grad,cov,retcode);