作者celestialgod (攸蓝)
看板R_Language
标题Re: [问题] 回圈不会跑...
时间Tue Jun 18 12:26:39 2013
: [程式范例]:
: garch <- garchFit(~garch(1,1),data=r.ts, trace=F)
: magarch <- garchFit(~arma(0,1)+garch(1,1),data=r.ts, trace=F)
: resgarch <-residuals(garch)
: resmagarch <-residuals(magarch)
: resgarch2 <-resgarch^2
: resmagarch2 <-resmagarch^2
把result用list存起来即可，之後要看在一抓出来慢慢看
resgarch.res.l = as.list(NULL)
resmagarch.res.l = as.list(NULL)
resgarch2.res.l = as.list(NULL)
resmagarch2.res.l = as.list(NULL)
for (i in 1:20) {
resgarch.res.l[[i]] = Box.test(resgarch, lag = i, type = "Ljung-Box")
resmagarch.res.l[[i]] = Box.test(resmagarch, lag = i, type = "Ljung-Box")
resgarch2.res.l[[i]] = Box.test(resgarch2, lag = i, type = "Ljung-Box")
resmagarch2.res.l[[i]] = Box.test(resmagarch2, lag = i, type = "Ljung-Box")
}
: [关键字]:
: Box.test, Ljung-Box, for loop, GARCH
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