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2013 Apr 08
0
Maximum likelihood estimation of ARMA(1,1)-GARCH(1,1)
....999999999999,-0.999999999999,-0.999999999999,0.000000000001,0.000000000001,0.000000000001), # hessian=TRUE) # We record the end time and calculate the total runtime for the above work. omega= proc.time() runtime= omega-alpha zhours = floor(runtime/60/60) zminutes=floor(runtime/60- zhours*60) zseconds=floor(runtime- zhours*60*60- zminutes*60) print(paste("It takes ",zhours,"hour(s)", zminutes," minute(s) ","and ", zseconds,"second(s) to finish running this R program",sep="")) maximum_likelihood_fit_arma11_garch11 sqrt(diag(solve(maxi...