最近在学计量经济学,课本上说可以用R语言进行广义方差检验,代码如下:library(forecast);library(parallel);library(portes);par(mfrow=c(1,2))plot(gvtest(e3,1:60)[,4],main="Generalized variance tests",ylab="p-value",xlab="Lag",pch=16,ylim=c(0,1))
可是R运行时,Error in gvtest(e3, 1:60) : could not find function "gvtest"
谢谢!