3dpcp/3rdparty/newmat/garch.txt

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2012-09-16 12:33:11 +00:00
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