search for: r_csi

...(i in 2:n){ hh[i]<-(alpha0+alpha*res[i-1]^2+beta*(hh[i-1]-alpha0))*(1+dum*d[i]) #Variance Equation ll[i] <- -1/2*log(2*pi*hh[i]) - 1/2*res[i]^2/hh[i] # LogLikelihood } hh<-ts(hh) h<-sqrt(abs(hh)) ll <- sum(ll[i]) } x <- dat2$r_csi Mean = mean(x); Var = var(x); S = 1e-6 param = c(reg$coef, dum = 0, alpha0 = 0.1*Var,alpha = 0.1, beta = 0.8) # start values lowerB = c(a = -10*abs(Mean),di = S-1, mi = S-1, do = S-1, fr = S-1, b1 = S-1, b2 = S-1, b3= S-1, b4= S-1, dum = S-1, alpha0 = S^2, alpha = S, beta = S)...