详细可以看一下help
?"$"
Extract or Replace Parts of an Object
Description
Operators acting on vectors, matrices, arrays and lists to extract or replace parts.
以eps为例说明
?vBEKK.sim
Value
A list of class "mvBEKK.sim" with the following elements: length length of the series simulated
order order of the BEKK model
params a vector of the selected parameters
true.params list of parameters in matrix form
eigenvalues computed eigenvalues for sum of Kronecker products
uncond.cov.matrix unconditional covariance matrix of the process
white.noise white noise series used for simulating the process
eps a list of simulated series
cor list of series of conditional correlations
sd list of series of conditional standard deviations
所以知道 eps 是 a list of simulated series
###
sim = mvBEKK.sim(series.count = 3, T =100)
names(sim)
# [1] "length" "series.count" "order" "params"
# [5] "true.params" "eigenvalues" "uncond.cov.matrix" "white.noise"
# [9] "eps" "cor" "sd"
sim$eps
#[[1]]
# [1] -0.19612661 -0.64480093 1.62395655 -0.33026064 -0.34676227
#[[2]]
# [1] 1.78685217 -0.62248325 0.96838894 0.73833425 1.66785995
#[[3]]
# [1] -0.810340036 1.756455758 -1.444400841 -2.353201553 -0.639545512
sim$eps[[1]][1:5]
#[1] -0.1961266 -0.6448009 1.6239565 -0.3302606 -0.3467623