Displaying 1 result from an estimated 1 matches for "sqpf".
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spf
2007 Jun 16
1
fSeries - Ox - ver: 240.10068 - Steps to make it work
...-100.000000 100.000000
Cst(V) 0.000000 100.000000
ARCH(Alpha1) 0.000000 1.000000
GARCH(Beta1) 0.000000 1.000000
Starting values
parameters
0.010000 0.050000 0.10000 0.80000
Initial function = -1312.86321151
Position after 5 SQPF iterations
parameters
0.0054353 0.038781 0.20486 0.60034
function value = -1125.76603281 steplen = 0.03125
Position after 10 SQPF iterations
parameters
-0.0088801 0.012371 0.17148 0.78507
function value = -1106.89461928
Position after 14 SQPF iteratio...