R语言 BEKK模型回归

利用R语言，进行bekk模型回归 library(mvtnorm) library(tseries) library(mgarchBEKK) data<-read.csv("C:/Users/li/Desktop/1.csv",sep=",",header=T) .... estimated <- BEKK(simulated) diagnoseBEKK(estimated) ab11<-estimated$residuals[[1]] ab12<-estimated$residuals[[2]] ab13<-estimated$residuals[[3]] Box.test(ab11,lag=12,type=c('Ljung-Box')) Box.test(ab11,lag=24,type=c('Ljung-Box')) Box.test(ab12,lag=12,type=c('Ljung-Box')) Box.test(ab12,lag=24,type=c('Ljung-Box'))