matlab - lratiotest 关于对数似然值的警告

Question

在 matlab 中，我试图使用 lratiotest 函数比较不同的 ARIMA 模型。
运行下面的代码，我在调用 lratiotest 时收到以下错误消息：\

警告：受限对数似然超过非受限对数似然。

ipc_ea_2009 = ipc_ea(fin_index:length(ipc_ea)); % get relevant period without crisis build-up
lags = zeros(5);
log_likelihoods = zeros(5);
    
for p = 1:5
    for q = 1:5
        lags(p,q) = p+q;
        mod = arima('Constant',0,'ARLags',p,'D',1, 'MALags',q, 'Distribution', 'Gaussian');
        [fit,~,fit_ll] = estimate(mod,ipc_ea_2009,'Display','off');
        log_likelihoods(p,q) = fit_ll;
    end
end

lags = reshape(lags,25,1);
log_likelihoods = reshape(log_likelihoods,25,1);
% starting out with the unrestricted arima(5,1,5)
model_u = log_likelihoods(25);
model_r = log_likelihoods(1:24);
df = lags(25)-lags(1:24);
[H,pValue,Stat,CriticalValue] = lratiotest(model_u, model_r, df, 0.05);

之后，H 只包含零。
变量 log_likelihoods 包含：

-340.485668054773
-334.522914100928
-342.907508852972
-342.956015065684
-343.000412390143
-333.972859848341
-335.223009974139
-334.368894183728
-335.234865940324
-334.734053408058
-344.545740375831
-335.386800606845
-344.831558645563
-345.044215158301
-344.795009838202
-345.097563048760
-335.128973733821
-345.086019494768
-345.443870064777
-346.253404467528
-345.168693904948
-335.934650953789
-344.909840797136
-346.255587823234
-345.916640381693

我该如何解决这个警告？

标签： matlabarimalog-likelihood