这段估计DCC-GARCH的代码运行没有问题。但是2.1画时序图部分的代码，Rsudio软件不显示图，单独执行式没问题的，放进循环里就不行了。请教各位高手，这是什么原因？
- setwd("D:/R/data/Ch23")
- library(tseries);library(fBasics);library(FinTS);library(rmgarch)
- #第一步 数据处理
- for (i in 1:5){
- sampA=read.csv(paste("A",i,".csv",sep = ""),header=T);
- sampH=read.csv(paste("H",i,".csv",sep = ""),header = T);
- indexA=xts::as.xts(sampA[,2],as.Date(sampA[,1]));
- indexH=xts::as.xts(sampH[,2],as.Date(sampH[,1]));
- A=diff(log(indexA[,1]))[-1,];H=diff(log(indexH[,1]))[-1,];
- AH=na.omit(merge(A,H,join = 'inner'));
- colnames(AH)=c(paste("A",i,sep = ""),paste("H",i,sep = ""));
- print(head(AH));
- #第二部 描述性统计
- # 2.1 画时序图
- opar=par(no.readonly = T);
- par(mfrow=c(2,1));
- plot(AH[,1],main=paste("A",i,"日收益率序列图",sep = ""),col="blue")
- plot(AH[,2],main=paste("H",i,"日收益率序列图",sep = ""),col="red")
- par(opar);
- par(mfrow=c(1,1));
- # 2.2 描述性统计
- print(basicStats(AH));
- print(jarque.bera.test(AH[,1]));print(jarque.bera.test(AH[,2]));
- #第三步 实证分析
- # 3.1 平稳性检验
- print(adf.test(AH[,1]));print(adf.test(AH[,2]));
- print(pp.test(AH[,1]));print(pp.test(AH[,2]));
- # 3.2 ARCH效应检验
- fit.arA=arima(AH[,1],order=c(1,0,0));
- fit.arH=arima(AH[,2],order=c(1,0,0));
- print(ArchTest(fit.arA$resid,lags = 4));print(ArchTest(fit.arH$resid,lags = 4));
- print(ArchTest(fit.arA$resid,lags = 8));print(ArchTest(fit.arH$resid,lags = 8));
- print(ArchTest(fit.arA$resid,lags = 12));print(ArchTest(fit.arH$resid,lags = 12));
- # 3.3 设定dcc-garch模型
- meanEquation=list(armaOrder=c(1,0),include.mean=F,archpow=1);
- varEquation=list(model="sGARCH",garchOrder=c(1,1));
- distspec=c("mvt");
- spec=ugarchspec(mean.model=meanEquation,variance.model=varEquation);
- Nspec=multispec(replicate(2,spec));
- myspec=dccspec(Nspec,VAR=F,robust=F,
- model = ("DCC"),
- external.regressors = NULL,
- distribution=distspec);
- fitDcc=dccfit(data=AH,myspec,solver="solnp");
- show(fitDcc);
- plot(fitDcc,which=4)
- }
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