garchFit错误:solve.default中的错误(适合$ hessian):系统是计算奇异的:互惠条件数= 9.58802e-18

时间:2012-09-27 22:08:45

标签: r error-handling

我正在使用R来适应AR-GARCH模型并出现以下错误。有办法解决吗?

fit1=garchFit(~ arma(1,0)+garch(2,1), data = M1[,1], cond.dist = "sstd", trace = FALSE)
Error in solve.default(fit$hessian) : 
  system is computationally singular: reciprocal condition number = 9.58802e-18

0 个答案:

没有答案