NameError: name 'Copula' is not defined

非常抱歉，我的回答再次有误。正确的代码应该是：

# 计算标准化残差并拟合Copula模型
residuals = []
for i, model in enumerate(models):
    residual = model.resid / model.conditional_volatility
    residual.name = data.columns[i]
    residuals.append(residual)

copula = GaussianMultivariate()
copula.fit(pd.concat(residuals, axis=1))

在这里，我们使用的是GaussianMultivariate类来拟合标准化残差的联合分布，并且不需要使用Copula类。非常抱歉之前的回答给你带来了困惑，希望这次能解决你的问题。

相关问题

NameError: name 'pobs' is not defined

非常抱歉，看来在我的前一个回答中有一处错误。`pobs` 是一个函数，用于计算样本的经验分布函数（ECDF）。您可以使用 `statsmodels` 库中的 `ECDF` 类来实现类似的功能。具体示例如下：

import numpy as np
from statsmodels.distributions.empirical_distribution import ECDF
from copulae import GaussianCopula

# 假设您已经准备好了数据集cdf（21 x n）
cdf1 = ECDF(cdf)

# 使用t-Copula模型
spec = GaussianCopula(family='t', df=2, theta=0.5, dim=21)

# 拟合copula模型
copulafit = spec.fit(cdf1, method="mpl")

请注意，该示例代码仅供参考，实际使用时还需要根据您的数据集和需求进行适当的调整。

NameError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_16548/109399689.py in <module> 1 # 执行流程 ----> 2 if stationarity_test(returns): 3 model = garch_fit(returns) 4 copula = copula_fit(model.resid) 5 var_5d, es_5d = var_es_calculation(model.resid, model, copula) ~\AppData\Local\Temp/ipykernel_16548/3919729943.py in stationarity_test(data) 2 def stationarity_test(data): 3 # ADF检验 ----> 4 adf_pvalue = adfuller(data)[1] 5 # KPSS检验 6 kpss_pvalue = kpss(data)[1] NameError: name 'adfuller' is not defined

It seems like you are encountering a "NameError" in your code. The error message "name 'adfuller' is not defined" is indicating that the function "adfuller" is not recognized. This error is commonly seen when a function or variable is not defined in the current scope or is not imported from a module.

To resolve this error, you need to import the necessary library that contains the "adfuller" function. The "adfuller" function is part of the statsmodels library, so you can add the following import statement at the beginning of your code:

from statsmodels.tsa.stattools import adfuller

This should import the "adfuller" function and make it available for use in your code.