R语言mgarch包的说明 |
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> str(m4) Formal class 'fGARCH' [package "fGarch"] with 11 slots ..@ call : language garchFit(formula = ~1 + garch(1, 1), data = intc, trace = F) ..@ formula :Class 'formula' language data ~ 1 + garch(1, 1) .. .. ..- attr(*, ".Environment")= .. .. ..- attr(*, "data")= chr "data = intc" ..@ method : chr "Max Log-Likelihood Estimation" ..@ data : Named num [1:444] 0.01 -0.15 0.0671 0.0829 -0.1103 ... .. ..- attr(*, "names")= chr [1:444] "1" "2" "3" "4" ... ..@ fit :List of 17 .. ..$ par : Named num [1:4] 0.011266 0.000919 0.086438 0.852586 #参数 .. .. ..- attr(*, "names")= chr [1:4] "mu" "omega" "alpha1" "beta1" .. ..$ objective : num 604 .. ..$ convergence: int 1 .. ..$ iterations : int 19 .. ..$ evaluations: Named int [1:2] 36 105 .. .. ..- attr(*, "names")= chr [1:2] "function" "gradient" .. ..$ message : chr "singular convergence (7)" .. ..$ value : Named num -312 (为什么显示是负的,而输出是正的?,因为nlminb是取最小值的) .. .. ..- attr(*, "names")= chr "LogLikelihood" .. ..$ coef : Named num [1:4] 0.011266 0.000919 0.086438 0.852586 .. .. ..- |
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