yugao1986 发表于 2013-10-24 08:29 
现在,vars里面有个arch.test()函数
不好意思 再打扰一下
在用arch.test()函数时，要创建Object of class ‘varest’ generated by VAR() 可是我创建时又产生其他问题
我要对如下时间序列数据进行arch-LM 检验。 请你帮我看一下，我该怎么做？
[1] 6.151503e-04 -2.635895e-04 -8.791338e-04 7.619606e-04 -4.834846e-04
[6] -7.183329e-04 -8.949728e-04 1.496062e-03 5.274880e-04 1.917125e-03
[11] 1.344184e-03 2.085750e-03 -7.433698e-04 -2.041590e-04 1.049517e-03
[16] -1.603873e-03 1.341597e-03 -1.894643e-04 -2.478152e-04 2.769659e-04
[21] 3.497421e-04 7.282367e-04 7.568040e-04 -8.732862e-04 2.181787e-03
[26] -4.359768e-04 3.923877e-04 1.393911e-03 1.580317e-03 -1.448792e-04
[31] -4.346787e-05 2.807040e-03 -1.445003e-04 5.634332e-04 2.250564e-03
[36] -5.477478e-04 -8.799072e-04 1.110574e-03 1.440466e-03 -1.008108e-03
[41] 8.644910e-05 3.457217e-04 -4.753982e-04 1.425517e-03 -1.007731e-03
[46] 2.431219e-03 2.625973e-03 -9.749664e-04 2.621647e-03 1.501126e-03
[51] -1.857315e-04 -1.429859e-03 -9.591503e-04 2.646166e-03 7.142092e-05
[56] -2.316636e-03 5.725082e-04 1.829827e-03 -1.999743e-04 -1.486777e-03
[61] 1.172450e-03 -4.430819e-04 -8.438276e-04 -7.586222e-04 1.073353e-03
[66] 2.371599e-03 -1.027955e-03 -1.586837e-03 2.172329e-03 -1.199914e-03
[71] 4.287062e-04 2.714189e-04 -1.314925e-03 1.500590e-03 -1.428163e-04
[76] 7.141072e-05 2.453429e-03 1.423650e-03 -1.053306e-03 -3.988377e-04
[81] -7.553785e-04 -9.980965e-05 1.738115e-03 2.615719e-03 1.163500e-03
[86] 1.062993e-03 -1.148081e-03 1.926892e-03 3.137413e-03 -7.763702e-04
[91] 9.456799e-04 1.240730e-03 1.393984e-03 -5.629918e-04 7.177589e-04
[96] 1.406767e-04 1.096599e-03 5.620346e-05 4.215052e-05 -1.645188e-03
[101] 0.000000e+00 2.122770e-03 3.448666e-03 6.994964e-04 -6.295247e-04
[106] 4.198065e-05 5.595736e-04 -7.135113e-04 1.705984e-03 1.298511e-03
[111] 1.338632e-03 1.768150e-03 8.620570e-04 -1.474291e-03 1.071163e-03
[116] -2.781138e-04 -6.956232e-04 2.015976e-03 3.055174e-04 -3.332963e-04
[121] 9.579276e-04 3.158816e-03 7.881474e-04 2.843224e-03 5.786957e-04
[126] -3.719802e-04 -3.583340e-04 -1.752172e-03 4.969905e-04 1.544615e-03
[131] 1.459673e-03 1.828468e-03 -1.126931e-03 9.346180e-04 -1.319715e-03
[136] 1.154846e-03 -5.496242e-05 3.032155e-03 6.847346e-04 4.516681e-04
[141] 2.992276e-03 -5.049161e-04 7.368192e-04 3.499292e-03 1.046047e-03
[146] 6.650967e-04 7.188927e-04 5.286666e-04 -2.727663e-03 -2.854095e-04
[151] 1.073260e-03 2.034671e-03 2.111676e-03 1.864311e-03 1.537466e-03
[156] -3.009713e-03 1.512737e-03 6.611035e-04 -1.971109e-03 -1.892148e-04
[161] -1.136041e-03 -3.654303e-04 9.471363e-04 6.759772e-04 1.714930e-03
[166] 4.181589e-04 1.415047e-03 6.462123e-04 4.440288e-04 -3.901967e-04
[171] 1.883898e-04 -1.614748e-04 -2.276877e-03 2.966919e-04 1.199356e-03
[176] 3.025680e-03 1.355223e-03 -2.011546e-04 8.311772e-04 -9.653028e-04
[181] 1.876123e-03 3.748026e-04 -2.676695e-05 1.230539e-03 7.616401e-04
[186] 9.478990e-04 9.603330e-04 5.997401e-04 2.531157e-04 5.193526e-04
[191] 5.723070e-04 -2.661486e-04 2.262308e-04 -5.190761e-04 3.860053e-04
[196] 4.390663e-04 7.446413e-04 -1.729483e-03 7.988816e-05 6.521812e-04
[201] -9.051822e-04 6.124188e-04 -3.461037e-04 -7.858337e-04 1.664171e-03
[206] -6.651369e-05 1.276290e-03 -4.784180e-04 -1.063462e-04 -7.048294e-04
[211] 1.249734e-03 4.649278e-04 -6.110927e-04 2.110672e-03 -1.326075e-05
[216] 1.801850e-03 1.323609e-04 -1.323609e-04 8.071292e-04 -5.291915e-04
[221] -8.208007e-04 5.296260e-04 1.111302e-03 8.194555e-04 2.058890e-03
[226] 1.844120e-03 -2.237475e-04 3.948849e-05 3.947992e-04 -2.895042e-04
[231] -7.899831e-04 -1.001542e-03 -7.650101e-04 -1.175034e-03 -6.607377e-04
[236] 1.466247e-03 -9.111979e-04 -1.216224e-03 1.123737e-03 5.283807e-04
[241] -8.323260e-04 1.017193e-03 1.148053e-03 -1.676336e-03 1.214634e-03
[246] -2.549792e-03 1.704985e-03 -1.096672e-03 9.249839e-04 -1.004308e-03
[251] 3.304758e-04 -1.321772e-04 3.964793e-04 6.604497e-04 4.092598e-04
[256] -6.601793e-04 1.755116e-03 3.159352e-03 6.569439e-04 -9.855778e-04
[261] -6.970612e-04 -7.370458e-04 1.631300e-03 1.051041e-03 3.019700e-04
[266] -1.706675e-04 2.494273e-04 1.050034e-04 4.199034e-04 -2.099297e-04
[271] -3.674830e-04 1.968827e-04 2.362081e-04 3.279742e-04 2.623020e-04
[276] 3.146716e-04 2.526890e-03 4.045419e-03 -1.681428e-03 -2.010996e-03
[281] -1.360366e-03 3.795191e-04 1.242244e-03 -3.267568e-04 1.176448e-04
[286] -2.353033e-04 6.534837e-04 -3.397583e-04 1.437580e-04 2.613559e-05
[291] 1.959952e-04 1.437054e-04 1.318512e-03 1.981025e-03 -2.474136e-04
[296] 7.160293e-04 1.404531e-03 -2.719815e-03 1.250212e-03 1.690508e-03
[301] 7.795447e-05 -2.598719e-04 1.350597e-03 1.089537e-03 7.775143e-04
[306] 5.181280e-05 1.165079e-03 -3.881410e-05 -7.765985e-04 -4.014790e-04
[311] 5.050603e-04 9.058792e-04 -1.138952e-03 3.107520e-04 2.588863e-04
[316] 7.765281e-05 4.399188e-04 -1.811196e-04 -5.047204e-04 2.200377e-04
[321] 1.047750e-03 -9.312794e-04 3.752030e-04 4.655734e-04 -5.043810e-04
[326] 1.940228e-04 3.232877e-04 6.462620e-04 -4.394127e-04 -6.336112e-04
[331] 5.819028e-04 5.169629e-04 -5.686738e-04 5.040681e-04 3.875719e-04
[336] -4.263373e-04 1.292123e-04 9.943760e-04 -4.906075e-04 -6.459031e-04
[341] 6.459031e-04 2.195120e-04 -6.457612e-04 6.457612e-04 2.452800e-04
[346] -8.135279e-04 8.006199e-04 3.484568e-04 -1.161995e-03 1.213608e-03
[351] 6.449366e-04 1.417398e-03 -3.863639e-04 -7.345030e-04 -6.318464e-04
[356] -3.870418e-04 1.276670e-03 5.797662e-04 -3.478194e-04 2.576855e-05
[361] 2.072193e-03 2.571157e-04 5.140331e-04 -2.441328e-04 -1.054310e-03
[366] 2.572513e-04 7.713570e-04 -1.927835e-04 -1.542535e-04 -3.857380e-04
[371] 5.142843e-04 1.246042e-03 5.518729e-04 9.490222e-04 -4.487496e-04
[376] 1.332838e-03 -3.842238e-05 7.297728e-04 -4.864560e-04 -3.073574e-04
[381] 1.793033e-04 7.936712e-04 1.035945e-03 -1.278364e-04 1.278437e-05
[386] -4.091810e-04 1.278944e-05 1.023096e-04 9.203160e-04 -1.916627e-04
[391] -8.949118e-04 1.534703e-04 7.286627e-04 8.941231e-04 6.764475e-04
[396] -1.417236e-03 4.981766e-04 -1.009385e-03 6.772947e-04 -4.983421e-04
[401] 1.162412e-03 1.339568e-03 -5.356118e-04 1.185612e-03 -1.083569e-03
[406] 1.580343e-03 8.910274e-04 7.503927e-04 5.084207e-04 -6.353846e-05
[411] 6.987011e-04 -1.524022e-04 -2.286469e-04 -1.524603e-04 -7.499349e-04
[416] 2.924144e-04 3.812816e-04 2.795142e-04 1.396400e-03 -3.171925e-04
[421] -9.521815e-04 2.667022e-04 -3.810250e-04 9.142161e-04 -1.396178e-04
[426] 1.141755e-03 8.744638e-04 8.483859e-04 5.314572e-04 -6.453777e-04
[431] -3.797637e-05 1.201885e-03 -6.322112e-05 3.160656e-04 4.802285e-04
[436] -4.043876e-04 7.328322e-04 -1.263121e-04 -4.548556e-04 -3.159937e-04
[441] -2.022884e-04 -1.125977e-03 9.362941e-04 9.859565e-04 5.810062e-04
[446] -1.010203e-04 9.592811e-04 4.414649e-04 5.421045e-04 1.121098e-03
[451] 3.524451e-04 2.139239e-04 9.935171e-04 -3.771047e-05 7.036944e-04
[456] -5.025883e-04 -7.543564e-04 -4.654703e-04 -5.789951e-04 9.312628e-04
[461] 1.144014e-03 -6.282394e-05 1.633340e-04 8.915846e-04 6.273998e-04
[466] -5.017750e-05 -8.781669e-05 -6.273093e-05 -3.890196e-04 3.262847e-04
[471] 4.766863e-04 1.504853e-04 9.901301e-04 1.539646e-03 -2.752098e-04
[476] -2.543017e-03 -4.642031e-04 1.091162e-03 -4.388302e-04 -5.143033e-04
[481] 9.155270e-04 -1.253651e-04 -5.267052e-04 1.254312e-04 2.508435e-05
[486] 7.522379e-04 2.005013e-04 8.642015e-04 -8.763858e-05 -3.130576e-04
[491] 6.510498e-04 2.628039e-04 1.325481e-03 -9.997501e-05 -5.750503e-04
[496] -1.750810e-04 -1.000600e-04 -4.003403e-04 1.126119e-04 -2.127220e-04
[501] 3.503416e-04 3.001951e-04 -2.001201e-04 -1.125851e-04 -1.376213e-04
[506] 4.003002e-04 5.626512e-04 -7.500188e-05 -5.000438e-05 5.873936e-04
[511] -1.499400e-04 -6.374960e-04 1.875410e-04 5.749066e-04 -2.249241e-04
[516] -5.250197e-04 2.875449e-04 6.497970e-04 2.747870e-04 1.098394e-03
[521] 2.369949e-04 -7.483443e-05 -7.484003e-05 -2.495072e-04 -6.490103e-04
[526] 1.472148e-03 -4.986785e-05 -2.743176e-04 1.196471e-03 -2.491187e-05
[531] -8.224402e-04 6.480397e-04 -4.735262e-04 -6.732915e-04 6.234336e-04
[536] -9.477728e-04 3.742282e-04 -1.497754e-03 1.123525e-03 -2.098270e-03
[541] 1.249500e-03 -2.497752e-04 -1.748798e-04 2.123500e-04 3.121976e-04
[546] 9.360083e-04 4.988464e-04 1.870033e-04 -7.482230e-04 3.118276e-04
[551] 3.117304e-04 -1.047800e-03 2.496038e-05 1.497492e-04 2.245817e-04
[556] 6.237486e-05 1.059778e-03 -1.596329e-03 -1.248206e-04 -8.741805e-04
[561] 1.123806e-03 -3.994308e-04 2.246995e-04 9.731147e-04 1.994963e-04
[566] -4.988153e-04 1.246572e-03 1.245718e-04 -8.473943e-04 4.113252e-04
[571] 1.158280e-03 -5.229279e-04 1.245315e-04 -4.234702e-04 -2.741057e-04
[576] 4.484975e-04 7.968326e-04 4.728191e-04 1.081666e-03 3.478736e-04
[581] -1.366502e-04 -1.490943e-04 -6.212917e-05 -6.215041e-04 -5.348026e-04
[586] -2.488150e-05 1.741575e-04 -4.975619e-05 3.109356e-04 6.217552e-05
[591] 1.492055e-04 7.208462e-04 8.696354e-05 -1.490850e-04 -2.484966e-05
[596] 1.242421e-04 2.484657e-05 -1.739390e-04 -4.970241e-05 -6.213148e-05
[601] 5.466246e-04 5.214994e-04 -1.613874e-04 2.606898e-04 -7.447588e-05
[606] 5.956518e-04 1.488575e-04 1.240310e-04 -6.201358e-05 2.480313e-04
[611] 3.719938e-05 4.834661e-04 2.106685e-04 -3.470071e-04 -3.718647e-05
[616] 3.098450e-04 -1.611074e-04 2.478468e-04 -1.734863e-04 -3.222688e-04
[621] 1.239618e-04 3.718555e-05 2.974346e-04 0.000000e+00 8.673510e-05
[626] 1.982234e-04 1.857988e-04 1.857643e-04 8.667818e-05 1.609538e-04
[631] -1.238083e-04 -3.095879e-04 -1.238620e-04 6.193293e-05 6.192909e-05
[636] 7.430985e-05 6.192065e-05 2.352635e-04 -6.190609e-05 1.857068e-04
[641] -1.114199e-04 1.114199e-04 3.465604e-04 -2.475033e-05 -9.900745e-05
[646] 7.425651e-05 -9.900990e-05 3.588643e-04 -1.237317e-04 -1.237471e-04
[651] 1.361209e-04 2.845566e-04 -7.422436e-05 -1.237126e-05 1.608145e-04
[656] -1.237011e-04 1.237011e-04 -1.731859e-04 3.092395e-04 -1.113152e-04
[661] 1.236828e-04 1.236675e-04 1.236522e-04 -2.596873e-04 -1.855322e-04
[666] 1.236920e-04 1.113097e-04 -1.855230e-04 -6.184866e-05 2.721055e-04
[671] 6.183183e-05 4.203551e-04 1.853946e-04 -3.831868e-04 2.472341e-04
[676] 2.348158e-04 -1.730168e-04 -4.079438e-04 2.348970e-04 -1.359863e-04
[681] 1.236247e-04 -1.978068e-04 -1.854794e-04 1.483863e-04 2.472616e-04
[686] 2.966332e-04 1.235712e-04 1.112010e-04 -2.347722e-04 1.112148e-04
[691] -2.348013e-04 -3.584872e-04 3.708465e-04 -2.595781e-04 2.224997e-04
[696] -4.574141e-04 1.978264e-04 3.090254e-04 3.459951e-04 -1.976968e-04
[701] 3.953546e-04 -1.358855e-04 -2.471119e-04 -1.482964e-04 3.707617e-05
[706] 2.347838e-04 1.729634e-04 6.051363e-04 -3.086972e-04 -2.346737e-04
[711] 1.358704e-04 4.568832e-04 3.703544e-05 8.641069e-05 5.429820e-04
[716] -1.110405e-04 -4.936626e-04 -1.234537e-04 6.172878e-05 -3.827799e-04
[721] 1.111447e-04 2.716351e-04 7.404483e-04 9.868502e-05 2.466700e-04
[726] -6.538085e-04 -1.234080e-04 2.961537e-04 -2.344478e-04 1.727563e-04
[731] 1.233791e-04 2.960478e-04 5.918327e-04 -3.575237e-04 -2.466152e-05
[736] 1.726179e-04
扫码加好友，拉您进群
全部版块
我的主页
收藏
