上面可能显示的不清楚

在用S+FINMETRICS进行长记忆figarch模型的估计时遇到下面的情况

sh.figarch=fgarch(sh~1,~figarch(1,1))

Problem in object@data : No representation for class "data.frame" and no element named "data"

Use traceback() to see the call stack

怎么也没有大侠帮助解决啊,自己顶一下

1. Series 有两种Calendar-based time series 及 Non-calendar-based signals

为方便计,采signalSeries

2.假设你的数据是logret.txt,已输入到s-plus中.

superman.ts <- signalSeries(data.frame(logret),from=1 )

logret=superman.ts[,"logret"]

ret=superman.ts@data[,"logret"]

ret.figarch = fgarch(ret~1, ~figarch(1,1))