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garchFit从包装中使用时fGARCH，我可以stargazer用来制作下表：

期望的输出

我使用 rugarch 包创建了我的“自己的”GARCH 模型：

spec<- ugarchspec(mean.model=list(armaOrder = c(0,0)), 
                  variance.model = list(garchOrder =c(1,1), model="sGARCH"),
                  distribution.model="norm")

尝试将 stargazer 用于具有此规格（适合）的模型时，出现错误：

fit<-ugarchfit(spec, data = data)
stargazer(list(fit  ), title="Regression Results", type="text", keep.stat=c("n","ll","aic","bic"), out="kindaresults.doc")

“错误：未为此 S4 类定义 $ 运算符”：

有人可以帮我做出与“期望输出”一样好的输出吗？我尝试texreg按照另一个线程使用该包，如何将 GARCH 输出导出到乳胶？. 该线程建议：

library(texreg)

#define independent variable:

y <- x #to generalize  your case (y is usually the independent variable)

extract.rugarch <- function(fit, 
                            include.rsquared = TRUE, include.loglike = TRUE, include.aic = TRUE, include.bic = TRUE) {

  # extract coefficient table from fit:
  coefnames <- rownames(as.data.frame(fit@fit$coef))
  coefs <- fit@fit$coef
  se <- as.vector(fit@fit$matcoef[, c(2)])
  pvalues <-  as.vector(fit@fit$matcoef[, c(4)])       # numeric vector with p-values

  # create empty GOF vectors and subsequently add GOF statistics from model:
  gof <- numeric()
  gof.names <- character()
  gof.decimal <- logical()
  if (include.rsquared == TRUE) {
    r2 <-  1 - (var(fit@fit$residuals) / var(y))
    gof <- c(gof, r2)
    gof.names <- c(gof.names, "R^2")
    gof.decimal <- c(gof.decimal, TRUE)
  }
  if (include.loglike == TRUE) {
    loglike <- fit@fit$LLH
    gof <- c(gof, loglike)
    gof.names <- c(gof.names, "Log likelihood")
    gof.decimal <- c(gof.decimal, TRUE)
  }
  if (include.aic == TRUE) {
    aic <- infocriteria(fit)[c(1)]
    gof <- c(gof, aic)
    gof.names <- c(gof.names, "AIC")
    gof.decimal <- c(gof.decimal, TRUE)
  }

  if (include.bic == TRUE) {
    bic <- infocriteria(fit)[c(2)]
    gof <- c(gof, bic)
    gof.names <- c(gof.names, "BIC")
    gof.decimal <- c(gof.decimal, TRUE)
  }

  # create texreg object:
  tr <- createTexreg(
    coef.names = coefnames, 
    coef = coefs,
    se = se,
    pvalues = pvalues, 
    gof.names = gof.names, 
    gof = gof, 
    gof.decimal = gof.decimal
  )
  return(tr)
}

#print table:
texreg(extract.rugarch(fit, include.rsquared = FALSE)) #for latex # as R^2 is zero in this example.

编写以下代码时，我得到：

错误：找不到对象“include.bic”。

如果我删除我得到的代码的最后一部分，Error: object 'include.bic' not found.其他部分include.X也是如此。

gof.decimal <- logical()
if (include.rsquared == TRUE) {
  r2 <-  1 - (var(fit@fit$residuals) / var(y))
  gof <- c(gof, r2)
  gof.names <- c(gof.names, "R^2")
  gof.decimal <- c(gof.decimal, TRUE)
}
if (include.loglike == TRUE) {
  loglike <- fit@fit$LLH
  gof <- c(gof, loglike)
  gof.names <- c(gof.names, "Log likelihood")
  gof.decimal <- c(gof.decimal, TRUE)
}
if (include.aic == TRUE) {
  aic <- infocriteria(fit)[c(1)]
  gof <- c(gof, aic)
  gof.names <- c(gof.names, "AIC")
  gof.decimal <- c(gof.decimal, TRUE)
}

if (include.bic == TRUE) {
  bic <- infocriteria(fit)[c(2)]
  gof <- c(gof, bic)
  gof.names <- c(gof.names, "BIC")
  gof.decimal <- c(gof.decimal, TRUE)
}
Error: object 'include.bic' not found.

找不到对象可能与我不得不通过添加代码来关闭括号"}"有关。extract.rugarch我不知道我对 的期望是extract.rugarch什么，但如下所示，我得到的似乎不是一个函数，因此可能是我收到消息告诉我找不到对象的问题。

#trying to follow code 
extract.rugarch <- function(fit, 
                            include.rsquared = TRUE, include.loglike = TRUE, include.aic = TRUE, include.bic = TRUE) {

>   
Error: unexpected ',' in include.rsquared = TRUE,"

# closing the parenthesis
extract.rugarch <- function(fit, 
                            include.rsquared = TRUE, include.loglike = TRUE, include.aic = TRUE, include.bic = TRUE) {}

> extract.rugarch
function(fit, 
                            include.rsquared = TRUE, include.loglike = TRUE, include.aic = TRUE, include.bic = TRUE){}

有谁知道我收到找不到对象的错误的原因？此外，这个 texreg 程序是否允许我将几个模型输出放在一起，就像在“所需输出”中一样，或者我最终会得到几个输出，每个输出只显示一个模型？

PS 我确实在链接的问题下写了，因为我作为网站新成员的声誉评分不允许我发表评论。由于我也有问题，因此发布答案似乎很容易产生误导。当我将来遇到这些问题时，您会建议我上传新问题，写一个答案或以任何其他方式继续吗？

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