求助，使用以下程序获得DCC-GARCH后，不知道怎样提取出dcc相关系数。没有格兰杰原因 只能做这个了…无奈我不会这模型太难了…
library(rmgarch)
meanSpec=list(armaOrder=c(1,1),include.mean=FALSE,archpow=1)
distSpec=c("mvt")
varSpec=list(model="sGARCH",garchOrder=c(1,1))
spec1=ugarchspec(mean.model=meanSpec,variance.model=varSpec)
mySpec=multispec(replicate(2,spec1))
mspec=dccspec(mySpec,VAR=F,robust = F,lag=1,lag.max=NULL,lag.criterion = c("AIC"),
external.regressors = NULL,robust.control = list(gamma=0.25,delta=0.01,nc=10,ns=500),
dccOrder = c(1,1),distribution = distSpec,start.pars = list(),fixed.pars = list())
#data1中包含待估计的两个时间序列。
fdcc12=dccfit(data=data1,mspec,out.sample = 10,solver = "solnp",
solver.control = list(),fit.control = list(eval.se=TRUE,stationary=TRUE,scale=FALSE),
parallel=TRUE,parallel.control=list(pkg=c("multicore"),cores=2),fit=NULL,VAR.fit=NULL)