djkszrx123
用WinBUGS做厚尾随机波动率模型的贝叶斯参数估计，model部分软件显示是正确的，但是data部分就提示有错误，请教一下各位到底是哪里出错了啊....
`model{
for(i in 1:n)
{y~dt(0,p,omega)
p<-exp(-theta)
}
theta[1]~dnorm(mu,itau2)
for(j in 2:n)
{theta[j]~dnorm (theta2[j],itau2)
theta2[j]<-mu+phi*(theta[j-1]-mu)}
phi<-2*phi1-1
tau<-sqrt(1/itau2)
mu~dnorm(0,10)
itau2~dgamma(2.5,0.025)
phi1~dbeta(20,1.5)
omega~dchisqr(8)
}
Data
list(n=117,y=c( 2885.11 2872.82 2887.21 2842.19 2833.07 2927.16 2936.05 2934.12 938.68 2925.23 2913.51 2916.62 2822.45 2821.05 2822.44 2815.09 2821.67 2843.64 2825.48 2806.91 2807.51 2843.68 2850.86 2827.11 2835.86 2837.04 2832.59 2832.11 2913.25 2997.84 2991.27 2992.64 2938.32 2945.59 2953.67 2964.7 2946.67 2959.24 2952.89 2972.58 3042.82 3033.66 3078.12 3082.36 3066.64 3023.65 3033.96 2984.96 3008.42 3050.59 3053.07 3009.53 3003.91 3000.64 2919.83 2957.82 2979.43 2960.97 3009.96 2999.36 3018.8 2955.15 2904.83 2870.43 2864.37 2859.5 2810.31 2804.73 2862.56 2901.39 2897.34 2874.15 2859.76 2849.68 2733.17 2687.98 2767.21 2741.24 2928.9 2903.33 2927.18 2860.02 2862.89 2867.34 2836.57 2746.2 2763.49 2781.02 2739.25 2749.57 2688.85 2737.6 2655.66 2735.56 2749.78 2938.51 2916.56 2880.48 2976.69 3007.74 2913.84 2900.97 3007.65 2949.6 3022.86 3016.7 3186.41 3361.84 3287.71 3539.18 3572.88 3563.74 3533.78 3627.91 3612.49 3636.09 3651.77 3642.47 ))
Initial values
list(p=c(0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ))
