weixin_47072998的博客

library(tseries)#拟合GARCH(1,1)模型r.fit<-garch(a$residual,order=c(1,1))summary(r.fit)#绘制波动置信区间r.pred<-predict(r.fit)plot(r.pred)

#import data#导入CSV数据，header=T则首行有列名，heater=FALSE 则首行无列名x<-read.table("D:/Desktop/sj.csv",sep=",",header=T)gdp<-x$gdpg1<-x$g1g2<-x$g2g3<-x$g3#若无行名，进行行名定义data <-read.csv('datafile.csv',header=FALSE)names(data)<-c('Column1','co