02-06-2016, 09:54 PM
خطا در rats
وقتی در تخمین مدل var-garch این در بالای نتایج میاد یعنی چی؟
یعنی ضرایب را نیابد دیگه تفسیر کرد و مدل ما جواب نداده؟
V-GARCH, BEKK - Estimation by BFGS
NO CONVERGENCE IN 100 ITERATIONS
LAST CRITERION WAS 0.0000000
ESTIMATION POSSIBLY HAS STALLED OR MACHINE ROUNDOFF IS MAKING FURTHER PROGRESS DIFFICULT
TRY HIGHER SUBITERATIONS LIMIT, TIGHTER CVCRIT, DIFFERENT SETTING FOR EXACTLINE OR ALPHA ON NLPAR
RESTARTING ESTIMATION FROM LAST ESTIMATES OR DIFFERENT INITIAL GUESSES MIGHT ALSO WORK
وقتی در تخمین مدل var-garch این در بالای نتایج میاد یعنی چی؟
یعنی ضرایب را نیابد دیگه تفسیر کرد و مدل ما جواب نداده؟
V-GARCH, BEKK - Estimation by BFGS
NO CONVERGENCE IN 100 ITERATIONS
LAST CRITERION WAS 0.0000000
ESTIMATION POSSIBLY HAS STALLED OR MACHINE ROUNDOFF IS MAKING FURTHER PROGRESS DIFFICULT
TRY HIGHER SUBITERATIONS LIMIT, TIGHTER CVCRIT, DIFFERENT SETTING FOR EXACTLINE OR ALPHA ON NLPAR
RESTARTING ESTIMATION FROM LAST ESTIMATES OR DIFFERENT INITIAL GUESSES MIGHT ALSO WORK