garch.txt

各种矩阵算法库。支持UpperTriangularMatrix,LowerTriangularMatrix, DiagonalMatrix, SymmetricMatrix, BandMatrix,U

Read 500 data points - begin fit


        -2247.993783            25945.58733
        -537.4533239
        -554.5885614
        -537.2164816            26.36266449
        -520.7034774
        -519.7069034            6.153112127
        -516.7045383
         -516.690955            1.394658892
         -516.396412
         -516.215149           0.1555724069
        -516.1509657
        -516.1486772          0.02342168856
        -516.1420803
        -516.1404735         0.002342030975
        -516.1395282
        -516.1394913        0.0003287516503
        -516.1393961
        -516.1393755         3.25631984e-05
Converged


estimates and standard errors
        1.56690         0.22311 
        0.80046         0.20274 
        0.45307         0.08428 
        0.34655         0.09081 


correlation matrix
      1.00       0.00      -0.02       0.01 
      0.00       1.00       0.21      -0.81 
     -0.02       0.21       1.00      -0.63 
      0.01      -0.81      -0.63       1.00 


inverse of correlation matrix
      1.00       0.03       0.04       0.04 
      0.03       4.77       2.28       5.28 
      0.04       2.28       2.73       3.55 
      0.04       5.28       3.55       7.48