我正在使用 R 来拟合 AR-GARCH 模型并得到以下错误。有没有办法解决它?
fit1=garchFit(~ arma(1,0)+garch(2,1), data = M1[,1], cond.dist = "sstd", trace = FALSE)
Error in solve.default(fit$hessian) :
system is computationally singular: reciprocal condition number = 9.58802e-18
我正在使用 R 来拟合 AR-GARCH 模型并得到以下错误。有没有办法解决它?
fit1=garchFit(~ arma(1,0)+garch(2,1), data = M1[,1], cond.dist = "sstd", trace = FALSE)
Error in solve.default(fit$hessian) :
system is computationally singular: reciprocal condition number = 9.58802e-18