Question

我很抱歉这个愚蠢的问题，我注意到每次我在同一个变量上运行white.test时，每次都会给出不同的结果

注意：这是titeies包的white.test而不是bstat包

> white.test(ts(ret.fin.chn))
White Neural Network Test
data:  ts(ret.fin.chn)
X-squared = 12.6327, df = 2, p-value = 0.001806

> white.test(ts(ret.fin.chn))
White Neural Network Test
data:  ts(ret.fin.chn)
X-squared = 11.5476, df = 2, p-value = 0.003108

> white.test(ts(ret.fin.chn))
White Neural Network Test
data:  ts(ret.fin.chn)
X-squared = 9.9916, df = 2, p-value = 0.006766

>white.test(ts(ret.fin.chn))
White Neural Network Test
data:  ts(ret.fin.chn)
X-squared = 12.5531, df = 2, p-value = 0.00188

注意：ret.fin.chn是一个xts类，因此ts() 我也想知道white.test的代码我使用了getAnywhere和methods() 但没有得到一件事

> getAnywhere(white.test)
A single object matching ‘white.test’ was found
It was found in the following places
  package:tseries
  namespace:tseries
with value

function (x, ...) 
UseMethod("white.test")
<environment: namespace:tseries>

现在这就是我最终的结果

> methods(white.test)
[1] white.test.default* white.test.ts*     

   Non-visible functions are asterisked

这是我得到的，我不知道下一步该做什么

> methods(white.test.default.tseries)
Error in methods(white.test.default.tseries) : 
object 'white.test.default.tseries' not found
> methods(white.test.default)
Error in methods(white.test.default) : 
  object 'white.test.default' not found
> methods(white.test.default.ts)
Error in methods(white.test.default.ts) : 
  object 'white.test.default.ts' not found

white.test（tseries包）不一致的结果

0 个答案: