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为什么我按照https://github.com/vst/mgarch#mgarch---r-package-for-mgarch-model-simulation-and-estimation里跑的程序运行结果不一样,是不是我的软件安装有问题,好纠结。。。
下面A是我跑出来的;B是官网的,,,,,为什么最后我只有1200个,官网程序跑出来的有2500个,求助!!!
A:
<- mvBEKK.sim(series.count=2, T=1200)
Class attributes are accessible through following names:
length series.count order params true.params eigenvalues uncond.cov.matrix white.noise eps cor sd
> eps <- data.frame(s1=sim$eps[[1]], s2=sim$eps[[2]])
> head(eps)
s1 s2
1 -2.34135031 1.9310591
2 1.35149680 5.5166203
3 1.53301390 -0.6153169
4 -0.29619309 1.5610484
5 -0.04608385 -0.7291284
6 -1.68709054 -2.6319624
> tail(eps)
s1 s2
1195 -1.36161909 0.1190613
1196 -1.07341879 0.9684693
1197 -0.05566677 -0.9465384
1198 -1.13753179 -0.8101828
1199 1.53477041 1.0223887
1200 0.43651992 -5.5372208
B:
> sim <- mvBEKK.sim(series.count=2, T=1200> eps <- data.frame(s1=sim$eps[[1]], s2=sim$eps[[2]])> head(eps) s1 s21 -0.7302 -0.90662 -1.0601 -0.91003 -2.0181 0.85614 1.1678 0.90715 -0.1927 0.24416 0.9193 -0.0993> tail(eps) s1 s22495 -1.0160 -0.96262496 1.5960 -0.50202497 -1.6413 1.16642498 2.0670 -1.98112499 0.6587 0.18382500 1.0310 1.2592
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