matlab dcc,求助:用matlab的dcc_mvgarch估计输出的结果不知如何解释

>> dcc_mvgarch(A,1,1,1,1)

Estimating GARCH model for Series 1

Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective' conflict.

Ignoring Algorithm and running active-set algorithm. To run trust-region-reflective, set

LargeScale = 'on'. To run active-set without this warning, use Algorithm = 'active-set'.

> In fmincon at 445

In fattailed_garch at 198

In dcc_mvgarch at 82

Estimating GARCH model for Series 2

Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective' conflict.

Ignoring Algorithm and running active-set algorithm. To run trust-region-reflective, set

LargeScale = 'on'. To run active-set without this warning, use Algorithm = 'active-set'.

> In fmincon at 445

In fattailed_garch at 198

In dcc_mvgarch at 82

Estimating the DCC model

Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective' conflict.

Ignoring Algorithm and running active-set algorithm. To run trust-region-reflective, set

LargeScale = 'on'. To run active-set without this warning, use Algorithm = 'active-set'.

> In fmincon at 445

In dcc_mvgarch at 98

____________________________________________________________

Diagnostic Information

Number of variables: 2

Functions

Objective:                            dcc_mvgarch_likelihood

Gradient:                             finite-differencing

Hessian:                              finite-differencing (or Quasi-Newton)

Constraints

Nonlinear constraints:             do not exist

Number of linear inequality constraints:    1

Number of linear equality constraints:      0

Number of lower bound constraints:          2

Number of upper bound constraints:          0

Algorithm selected

medium-scale: SQP, Quasi-Newton, line-search

____________________________________________________________

End diagnostic information

Max     Line search  Directional  First-order

Iter F-count        f(x)   constraint   steplength   derivative   optimality Procedure

0      3      371.557    -0.009998

1     11      370.344     -0.01937       0.0313         -140          312

2     21      370.257     -0.02603      0.00781        -34.8           82

3     25      370.082     -0.02081          0.5          -56         86.5

4     28      369.757     -0.02524            1        -52.8         6.83

5     31      369.751     -0.02493            1        -5.62        0.597

6     34      369.751     -0.02482            1       -0.645        0.151

7     37      369.751     -0.02481            1       -0.138       0.0341  Hessian modified

Local minimum possible. Constraints satisfied.

fmincon stopped because the size of the current search direction is less than

twice the default value of the step size tolerance and constraints were

satisfied to within the selected value of the constraint tolerance.

No active inequalities.

ans =

0.0001

0.1071

0.8498

0.0001

0.0429

0.9448

0.0297

0.9455

输入的数据为两时间序列,输入参数A为501×2的矩阵,上面为输出结果,ans=....那八个数字分别代表什么还搞不清楚,还有动态相关系数的数据该怎么得出,求高手解答?

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