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Member "heaplayers-351/benchmarks/roboop/newmat/garch.txt" (17 Oct 2003, 1209 Bytes) of package /linux/misc/old/heaplayers_3_5_1.tar.gz:


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    1 Read 500 data points - begin fit
    2 
    3 
    4         -2247.993783            25945.58733
    5         -537.4533239
    6         -554.5885614
    7         -537.2164816            26.36266449
    8         -520.7034774
    9         -519.7069034            6.153112127
   10         -516.7045383
   11          -516.690955            1.394658892
   12          -516.396412
   13          -516.215149           0.1555724069
   14         -516.1509657
   15         -516.1486772         0.023421688557
   16         -516.1420803
   17         -516.1404735        0.0023420309748
   18         -516.1395282
   19         -516.1394913       0.00032875165026
   20         -516.1393961
   21         -516.1393755        3.256319837e-05
   22 Converged
   23 
   24 
   25 estimates and standard errors
   26         1.56690         0.22311 
   27         0.80046         0.20274 
   28         0.45307         0.08428 
   29         0.34655         0.09081 
   30 
   31 
   32 correlation matrix
   33       1.00       0.00      -0.02       0.01 
   34       0.00       1.00       0.21      -0.81 
   35      -0.02       0.21       1.00      -0.63 
   36       0.01      -0.81      -0.63       1.00 
   37 
   38 
   39 inverse of correlation matrix
   40       1.00       0.03       0.04       0.04 
   41       0.03       4.77       2.28       5.28 
   42       0.04       2.28       2.73       3.55 
   43       0.04       5.28       3.55       7.48 
   44 
   45