本人大三,最近大创在准备写一篇文章,想把HAR-RV模型插入到garch的方差方程中
问问各位前辈在R中该如何实现呐?
external.regressors=matrix(v_5min$model$x)) 此处这样敲的代码对么

具体这部分的代码如下:
v_5min<-harModel(RV_TS_5min,periods=c(1,5,22),RVest = c("rCov"),type = "HARRV");
spec=ugarchspec(variance.model = list(model="eGARCH",garchOrder = c(1, 1),
external.regressors=matrix(v_5min$model$x)),
mean.model = list(armaOrder=c(1,1),include.mean = TRUE),
distribution.model = "norm");
(fit=ugarchfit(data=RETURN_TS_daily,spec=spec))