不知道为什么我在matlab中调用函数出现了以下结果
dcc_mvgarch(data,1,1,1,1);
Estimating GARCH model for Series 1
Estimating GARCH model for Series 2
EXITFLAG =
0
Not Sucessful!
Estimating the DCC model
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
End diagnostic information
max Directional First-order
Iter F-count f(x) constraint Step-size derivative optimality Procedure
0 3 1750.79 -0.009998
1 7 1749.21 -2.655e-019 1 0.0569 334
2 11 1749.18 0 1 -0.0312 8.53
3 21 1749.14 0 0.0156 4.94 86 Hessian modified twice
4 25 1749.13 0 1 0.00205 0.359
5 29 1749.13 0 1 2.84e-006 0.00737
6 33 1749.13 0 1 8.3e-010 0.000107 Hessian modified
Optimization terminated: Magnitude of directional derivative in search
direction less than 2*options.TolFun and maximum constraint violation
is less than options.TolCon.
Active inequalities (to within options.TolCon = 1e-006):
lower upper ineqlin ineqnonlin
2
parameters =
0.0000
0.1029
0.8167
0.0000
0.1713
0.8162
0.0139
0.0000
哪个大神告诉我Estimating GARCH model for Series 1
Estimating GARCH model for Series 2
EXITFLAG =
0
Not Sucessful!
exitflag=0是出了什么问题么??