在做TGARCH模型的时候我的代码是这样的:
#拟合TGARCH
library(rugarch)
gjrgarch.spec=ugarchspec(variance.model <- list(model="gjrGARCH",garchOrder=c(1,1))
+ mean.model =list(armaOrder=c(0,0))
gjrgarch.fit<-ugarchfit(spec = gjrgarch.spec,data=ret)
show(gjrgarch.fit)
然后R就说:
> #拟合TGARCH
> library(rugarch)
> gjrgarch.spec=ugarchspec(variance.model <- list(model="gjrGARCH",garchOrder=c(1,1))
+ + mean.model <- list(armaOrder=c(0,0))
+ gjrgarch.fit<-ugarchfit(spec = gjrgarch.spec,data=ret)
Error: unexpected symbol in:
"+ mean.model <- list(armaOrder=c(0,0))
gjrgarch.fit"
> egarch.spec=ugarchspec(variance.model = list(model="eGARCH")
+ + mean.modeal=list(armaOrder=c(0,0))
Error: unexpected '=' in:
"egarch.spec=ugarchspec(variance.model = list(model="eGARCH")
+ mean.modeal="
> egarch.fit<-ugarchfit(spec=egarch.spec,data=ret)
Error in ugarchfit(spec = egarch.spec, data = ret) :
object 'egarch.spec' not found
> show(egarch.fit)
Error in show(egarch.fit) : object 'egarch.fit' not found
这到底是什么问题呢