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
时间: 2024-02-14 20:11:38 浏览: 180
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.
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NameError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_16600/3820907558.py in <module> ----> 1 fpr, tpr, thresholds = roc_curve(y_true,y_sore) NameError: name 'roc_curve' is not defined
这个错误可能是因为你没有导入`roc_curve`函数。你可以使用以下代码导入:
```python
from sklearn.metrics import roc_curve
```
然后,你可以将代码修改为:
```python
import numpy as np
import matplotlib.pyplot as plt
from sklearn.metrics import roc_curve, auc
# 生成一些假数据
np.random.seed(0)
score = np.random.randn(100)
label = np.random.randint(2, size=100)
# 计算ROC曲线上的点
fpr, tpr, thresholds = roc_curve(label, score)
# 计算AUC
roc_auc = auc(fpr, tpr)
# 可视化ROC曲线
plt.plot(fpr, tpr, label='ROC curve (AUC = %0.2f)' % roc_auc)
plt.plot([0, 1], [0, 1], 'k--')
plt.xlim([0.0, 1.0])
plt.ylim([0.0, 1.05])
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver Operating Characteristic')
plt.legend(loc="lower right")
plt.show()
```
注意,我还导入了`auc`函数来计算AUC值。
NameError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_34052/3610564743.py in <module> ----> 1 y_test_bin = label_binarize(y_test, classes=[0, 1, 2, ..., n_classes-1]) NameError: name 'n_classes' is not defined
这个错误是因为在代码中使用了一个未定义的变量 `n_classes`。这个变量应该是类别数,如果你之前没有定义过这个变量,可以尝试在代码中定义它,例如:
```
n_classes = 10 # 假设有10个类别
y_test_bin = label_binarize(y_test, classes=[0, 1, 2, ..., n_classes-1])
```
如果你已经定义了 `n_classes` 变量,那么可能是因为变量名拼写不正确或者作用域不正确等原因导致的错误。
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