detail.bak

统计模块的 C++源程序 ,可以用来计算统计数据.

     **********************************************************************
     *                                                                    *
     *                         Parameter settings                         *
     *                                                                    *
     **********************************************************************

     Gallant, "Nonlinear Statistical Models," Chapter 6, Figure 2, p. 449-450.
     GMM                What estimation method?  Code SUR, TSLS, or GMM.
     238                Number of observations, t = 1, ..., n.
     1                  Number of equations, i.e. dimension of e.
     3                  Number of instruments, i.e. dimension of Z.
     2                  Number of parameters, i.e. dimension of theta.
     20                 Upper limit on Gauss-Newton iterations.
     1                  Number var iterates, ivar=0 means none.
     homoskedastic      Code homoskedastic or heteroskedastic.
     0                  Number of moving average terms MA for var estimate.
     Parzen             Code none or Parzen, none when MA>0 is unwise.
     1.000000e-05       Convergence tolerance, tol=1.0e-8 is reasonable.
     1.000000e-13       Inversion tolerance, eps=1.0e-13 is reasonable
     full               How much output?  Code none, minimal, or full.


     **********************************************************************
     *                                                                    *
     *                           Starting theta                           *
     *                                                                    *
     **********************************************************************
 
 
                                           Col  1
 
                               Row  1   -0.400000
                               Row  2    0.900000

var_loop 0
   2.3800000000000000e+02         238.00000000  var(1,1)
   2.3848513503508150e+02         238.48513504  var(2,1)
   2.3866807009536583e+02         238.66807010  var(3,1)
   2.3848513503508150e+02         238.48513504  var(1,2)
   2.3897620940526255e+02         238.97620941  var(2,2)
   2.3916481122626234e+02         239.16481123  var(3,2)
   2.3866807009536583e+02         238.66807010  var(1,3)
   2.3916481122626234e+02         239.16481123  var(2,3)
   2.3975964092305995e+02         239.75964092  var(3,3)

theta_loop 0
  -4.0000000000000002e-01          -0.40000000  theta(1)
   9.0000000000000002e-01           0.90000000  theta(2)
   2.2977593855825589e+00           2.29775939  obj
  -4.9910043429446205e-01          -0.49910043  D(1)
   9.8933364963875864e-02           0.09893336  D(2)
Step length = 1 

theta_loop 1
  -8.9910043429446207e-01          -0.89910043  theta(1)
   9.9893336496387586e-01           0.99893336  theta(2)
   2.7751760221041621e-03           0.00277518  obj
   5.0366043831498272e-02           0.05036604  D(1)
  -4.4414610501568677e-06          -0.00000444  D(2)
Step length = 1 

theta_loop 2
  -8.4873439046296384e-01          -0.84873439  theta(1)
   9.9892892350282569e-01           0.99892892  theta(2)
   2.7717868638761308e-03           0.00277179  obj
  -1.1734797022229638e-04          -0.00011735  D(1)
   2.1096605255709332e-07           0.00000021  D(2)
Step length = 1 

theta_loop 3
  -8.4885173843318618e-01          -0.84885174  theta(1)
   9.9892913446887821e-01           0.99892913  theta(2)
   2.7717868580610532e-03           0.00277179  obj
   2.6798358348564710e-07           0.00000027  D(1)
  -5.5350439549602871e-10          -0.00000000  D(2)
Tolerence check passed.

var_loop 1
   4.0582168346665826e-01           0.40582168  var(1,1)
   4.0643410965960231e-01           0.40643411  var(2,1)
   3.9873658267692480e-01           0.39873658  var(3,1)
   4.0643410965960231e-01           0.40643411  var(1,2)
   4.0705487414860658e-01           0.40705487  var(2,2)
   3.9936326231932223e-01           0.39936326  var(3,2)
   3.9873658267692480e-01           0.39873658  var(1,3)
   3.9936326231932223e-01           0.39936326  var(2,3)
   3.9272327136336027e-01           0.39272327  var(3,3)

theta_loop 0
  -8.4885173843318618e-01          -0.84885174  theta(1)
   9.9892913446887821e-01           0.99892913  theta(2)
   1.2467135787066870e+00           1.24671358  obj
  -1.8474288819635265e-01          -0.18474289  D(1)
  -6.7258036762946278e-04          -0.00067258  D(2)
Step length = 1 

theta_loop 1
  -1.0335946266295388e+00          -1.03359463  theta(1)
   9.9825655410124869e-01           0.99825655  theta(2)
   1.0569217932960528e+00           1.05692179  obj
   7.2887425999781236e-05           0.00007289  D(1)
  -8.3045884673608490e-07          -0.00000083  D(2)
Step length = 1 

theta_loop 2
  -1.0335217392035390e+00          -1.03352174  theta(1)
   9.9825572364240200e-01           0.99825572  theta(2)
   1.0569217148505041e+00           1.05692171  obj
  -9.1931859179544446e-08          -0.00000009  D(1)
   1.8525999753608607e-10           0.00000000  D(2)
Tolerence check passed.


     **********************************************************************
     *                                                                    *
     *                               theta                                *
     *                                                                    *
     **********************************************************************
 
 
                                           Col  1
 
                               Row  1    -1.03352
                               Row  2    0.998256



     **********************************************************************
     *                                                                    *
     *                                var                                 *
     *                (no degrees of freedom corrections)                 *
     *                                                                    *
     **********************************************************************
 
 
                               Col  1      Col  2      Col  3
 
                   Row  1    0.405822    0.406434    0.398737
                   Row  2    0.406434    0.407055    0.399363
                   Row  3    0.398737    0.399363    0.392723



     **********************************************************************
     *                                                                    *
     *                                 V                                  *
     *                             (rank = 2)                             *
     *                                                                    *
     **********************************************************************
 
 
                                     Col  1      Col  2
 
                         Row  1     3.58009 -0.00721268
                         Row  2 -0.00721268   2.060e-05