各位坛友好!我通过以下for循环代码想选出AIC最小的arma+garch模型
for (m in 1:2) for (n in 1:2)
{
{fit.garch <- garchFit(formula = ~arma(3,3)+garch(m,n),data = A2,trace = F)
if(fit.garch$aic<f)
{f <- fit.garch$aic
garchcoeff_1 <- m
garchcoeff_2 <- n}
}
}
为什么会出现以下错误?
[1] "data" "m" "n"
[1] "data"
Show Traceback
Rerun with Debug
Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) :
Formula and data units do not match.