1.构造矩阵

x=array(,dim=c(,)) # 构造四阶矩阵 数值全为0

for (i in :){

    for (j in :){

        x[i,j]=/(i+j+)

  }

    }

print(x)

         [,]      [,]      [,]      [,]

[,] 0.3333333 0.2500000 0.2000000 0.1666667

[,] 0.2500000 0.2000000 0.1666667 0.1428571

[,] 0.2000000 0.1666667 0.1428571 0.1250000

[,] 0.1666667 0.1428571 0.1250000 0.1111111

2.利用循序进行单位根检验

nrow=20

ncol=5

A=matrix(nrow=nrow,ncol=ncol,data=NA)

for (i in 1:ncol)

{

A[,i]=  rnorm(20, mean=0, sd=1)  #构造正太分布，产生20个随机数，服从正太分布

} 

library(tseries)  #导入所需要的函数包

for (i in 1:5)

{print(adf.test(A[,i]))}  #AD

 结果如下，很方便.

 Augmented Dickey-Fuller Test

data:  A[, i]

Dickey-Fuller = -2.4773, Lag order = 2, p-value = 0.3905

alternative hypothesis: stationary

        Augmented Dickey-Fuller Test

data:  A[, i]

Dickey-Fuller = -1.8836, Lag order = 2, p-value = 0.6167

alternative hypothesis: stationary

        Augmented Dickey-Fuller Test

data:  A[, i]

Dickey-Fuller = -3.5647, Lag order = 2, p-value = 0.05491

alternative hypothesis: stationary

        Augmented Dickey-Fuller Test

data:  A[, i]

Dickey-Fuller = -2.2957, Lag order = 2, p-value = 0.4597

alternative hypothesis: stationary

        Augmented Dickey-Fuller Test

data:  A[, i]

Dickey-Fuller = -2.2784, Lag order = 2, p-value = 0.4663

alternative hypothesis: stationary

F单位根检验

巴特西

R语言for循环

1.构造矩阵

2.利用循序进行单位根检验

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