Dear all,

I am a new user of R. I use r to estimate a jump-diffusion AR model.  When I 
calculate the standard error regarding of the parameters, I get negative 
variance. Could anyone explain why this happen or Could you give me some help 
to fix it?

Attachment is the code.
I thank you all in advance.

Best Regards,
Hong Cai
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Reply via email to