what is the parameter of msgarch?
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I've done running the code "mrsgarchestfor_con_all". Running has been stopped and the end result is as follows. but I am confused which results msgarch model parameters and transition probabilities. What should i do?
max Directional First-order
Iter F-count f(x) constraint Step-size derivative optimality Procedure
0 11 -380.922 -4.994e-005
1 39 -380.928 -4.994e-005 7.63e-006 131 158
2 73 -380.928 -4.994e-005 1.19e-007 682 682
3 99 -380.929 -4.994e-005 3.05e-005 -9.16 56.8
4 117 -380.932 -4.955e-005 0.00781 0.0324 238
5 134 -380.935 -4.877e-005 0.0156 0.0875 53.2
6 149 -380.941 -4.573e-005 0.0625 0.01 97.9
7 164 -380.944 -4.287e-005 0.0625 0.111 97
8 179 -380.945 -4.019e-005 0.0625 0.11 147
9 193 -380.949 -3.516e-005 0.125 0.0247 45
10 204 -380.982 5.939e-020 1 -0.0264 47
11 215 -380.982 0 1 5.76e-005 16.7
12 226 -380.982 0 1 2.32e-005 1.92
13 237 -380.982 0 1 6.5e-009 0.455 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-008):
lower upper ineqlin ineqnonlin
5
8
index =
3
Minutes Hours
ans =
18
14.389 0.240
ans =
17
>>
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