是的,可以根据结果做一个表格,以更清晰地呈现模型参数估计和统计检验结果。例如:
| 参数 | 估计值 | 标准误差 | t值 | P值 |
| --- | --- | --- | --- | --- |
| 常数项(mu) | -1.4300e-05 | 9.717e-05 | -0.147 | 0.8830 |
| ARCH系数(alpha1) | 3.5575e-01 | 2.116e-01 | 1.681 | 0.0928 |
| GARCH系数(beta1) | 1.2964e-01 | 4.722e-01 | 0.275 | 0.7837 |
| GARCH阶数(shape) | 4.9016e+00 | 2.438e+00 | 2.011 | 0.0444 |
| 常数项方差(omega) | 1.1076e-06 | 8.796e-07 | 1.259 | 0.2080 |
| 统计检验 | 统计量 | 自由度 | P值 |
| --- | --- | --- | --- |
| Jarque-Bera Test | 21.31931 | N/A | 2.347315e-05 |
| Shapiro-Wilk Test | 0.9397326 | N/A | 4.106836e-05 |
| Ljung-Box Test (R, Q(10)) | 22.74048 | 10 | 0.01174613 |
| Ljung-Box Test (R, Q(15)) | 25.30946 | 15 | 0.04593861 |
| Ljung-Box Test (R, Q(20)) | 26.06902 | 20 | 0.1635444 |
| Ljung-Box Test (R^2, Q(10)) | 4.129503 | 10 | 0.9413158 |
| Ljung-Box Test (R^2, Q(15)) | 5.268647 | 15 | 0.9895971 |
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