R语言mgarch包的说明_使用RStudio调试(debug)基础学习(二)和fGarch包中的garchFit函数估计GARCH模型的原理和源码...

> 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

.. .. ..-