Re: [問題] 迴圈不會跑...
: [程式範例]:
: 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存起來即可，之後要看在一抓出來慢慢看
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")
}
: [關鍵字]:
: Box.test, Ljung-Box, for loop, GARCH
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