我有以下代码:
cny <- read.csv(file="CNY % returns.csv", head=TRUE, sep=",")
arimacny <- forecast::auto.arima(x=cny[,2], trace=TRUE, ic="aic")
spec1 <- ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1,1),
submodel = NULL, external.regressors = NULL, variance.targeting = FALSE),
mean.model = list(armaOrder = c(3, 3), include.mean = TRUE, archm = FALSE, arfima = FALSE, external.regressors = NULL, archex = FALSE),
distribution.model = "norm")
fit1 <- ugarchfit(spec=spec1, cny, out.sample = 0, solver = "hybrid")
print(ugarchfit(spec=spec1, data=cny))
使用时:
plot(fit1, which=all)
我的石英窗口显示为完全空白。但是,我能够单独绘制每个图表,没有任何问题。
为什么plot(fit1,which=all)
功能对我不起作用?
DATA:https://drive.google.com/folderview?id=0B8Y_Q8LZ-E_bVGpxbHdoMk11Wms&usp=sharing