#创建函数adapt_MA,对生成的数据进行MA(q)检验并定阶adapt_MA=function(simulate_data){
Ay=mean(simulate_data)
gamma_self=rep(0,T-30)
rou_self=gamma_self
for(j in 0:T-31) {
A=rep(0,T-30)
B=rep(0,T-30)
C=rep(0,T-30)
for(t in (j+1):T-30){
A[t]=(simulate_data[t]-Ay)
B[t]=(simulate_data[t-j]-Ay)
C[t]=A[t]*B[t]
gamma_self[j+1]=(1/(T-30))*sum(C)
}
}
rou_self[j+1]=gamma_self[j+1]/gamma_self[1]
return(rou_self)
}
Error in B[t] = (simulate_data[t - j] - Ay) : 更换参数长度为零
此外: There were 50 or more warnings (use warnings() to see the first 50)
> MA
错误: 找不到对象'MA'
>