------------------------------------------------------------------------ TITLE请着名软体类别 按ctrl+v可预览 发文前请把灰色的注解删除 可使用ctrl+y删除一整行 [软体程式类别]: 请填入软体程式类别 例如SAS、SPSS、R、EVIEWS...等 RATs [程式问题]: 资料处理、回归、叙述统计、logistic、probit...等 DCC-GARCH无法收敛 MAXIMIZE - Estimation by BFGS NO CONVERGENCE IN 185 ITERATIONS LAST CRITERION WAS 0.0000000 SUBITERATIONS LIMIT EXCEEDED. 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 [软体熟悉度]: 低(1~3个月) 根据不同熟悉度 板上高手可以给予你不同指导 新手或许需要的还是语法的熟悉 而其他部分则可能往往是盲点上的点破 [问题叙述]: 请详尽叙述遭遇到的问题，可能的话，分点叙述你要处理的流程 在进行DCC-GARCH的系数估计时,先以SIMPLEX估计起始值, 再以BFGS估计系数值, 但出现 MAXIMIZE - Estimation by BFGS NO CONVERGENCE IN 185 ITERATIONS LAST CRITERION WAS 0.0000000 SUBITERATIONS LIMIT EXCEEDED. 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 请问该如何修正呢? 能够分点叙述处理流程，基本上在撰写程式或者跑统计时是相当有帮助的 甚至有经验的人可以藉此告知你步骤是否错误 [程式范例]: 虽然张贴程式很可怕，但基本上有些程式还是要张贴才能解决 calendar(irregular) allocate 2919 open data "d:\data-ln.txt" data(format=free,org=cols) / lnftse lndax lnftsemib lnibex lncac lnstoxx lnsp compute gstart=14,gend=2919 ... ... (1)MAXIMIZE(parmset=meanparms+garchparms,METHOD=simplex,ITERS=300, subiters=100000)logl gstart gend (2)MAXIMIZE(parmset=meanparms+garchparms,METHOD=bfgs,ITERS=300,subiters=100000, cvcrit=0.000001) logl gstart gend 此时出现 MAXIMIZE - Estimation by BFGS NO CONVERGENCE IN 185 ITERATIONS LAST CRITERION WAS 0.0000000 SUBITERATIONS LIMIT EXCEEDED. 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 於是我将(2)改成 MAXIMIZE(parmset=meanparms+garchparms,METHOD=bfgs,ITERS=300,subiters=100000000, cvcrit=0.0000000001) logl gstart gend 结果出现 MAXIMIZE - Estimation by BFGS NO CONVERGENCE IN 83 ITERATIONS LAST CRITERION WAS 0.0000000 SUBITERATIONS LIMIT EXCEEDED. 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 是我修改方式错误吗? 请问各位高手要如何修正呢? 非常谢谢!!! ----------------------------------------------------------------------------- --

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