SARIMA(1,0,0)(2,1,2)[12]-GARCH(1,1)模型拟合代码（R语言）不使用“rugarch”包

以下是SARIMA(1,0,0)(2,1,2)[12]-GARCH(1,1)模型的拟合代码（R语言）：

# 导入数据
data <- read.csv("data.csv", header=TRUE, sep=",")

# 安装并导入相关包
library(forecast)
library(tseries)
library(stats)

# 拟合SARIMA模型
sarima_model <- arima(data, order=c(1,0,0), seasonal=list(order=c(2,1,2), period=12))

# 提取SARIMA模型残差
residuals <- sarima_model$residuals

# 拟合GARCH模型
garch_model <- garch(residuals, order=c(1,1))

# 输出SARIMA-GARCH模型的参数
cat("SARIMA(1,0,0)(2,1,2)[12]-GARCH(1,1)模型参数：\n")
cat(paste("AR1:", sarima_model$coef[1], "\n"))
cat(paste("MA1:", sarima_model$coef[2], "\n"))
cat(paste("SAR1:", sarima_model$coef[3], "\n"))
cat(paste("SAR2:", sarima_model$coef[4], "\n"))
cat(paste("SMA1:", sarima_model$coef[5], "\n"))
cat(paste("SMA2:", sarima_model$coef[6], "\n"))
cat(paste("omega:", garch_model@fit$omega, "\n"))
cat(paste("alpha1:", garch_model@fit$coef[1], "\n"))
cat(paste("beta1:", garch_model@fit$coef[2], "\n"))

请注意，这只是一个示例代码，需要根据实际情况进行调整和修改。