R中的ugarch:solve.default(res $ hessian * n.used)

时间:2015-05-28 03:31:49

标签: r time-series

我在R中使用ugarch来预测时间序列数据:Purchastimeseries。 我解释了下面描述的问题。有人知道为什么吗?

purchasetimeseries

             [,1]
2013-07-01   22533121
2013-07-02   29624840
2013-07-03   22525940
2013-07-04   32111643
......
2014-08-31   27609385

> attSpec <- ugarchspec(variance.model = list(model="fGARCH", garchOrder=c(1,1)), mean.model=list(armaOrder=c(3,3)), distribution.model = 'std')

> attGarch <- ugarchfit(spec=attSpec, data=purchasetimeseries)
  Error in solve.default(res$hessian * n.used) : Lapack routine dgesv: system is exactly singular 
In arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean = modelinc[1],  :possible convergence problem: optim gave code = 1

0 个答案:

没有答案