ARIMA-GARCH绘制预测曲线代码R语言

以下是使用R语言绘制ARIMA-GARCH模型预测曲线的示例代码：

# 加载必要的包
library(forecast)
library(rugarch)

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

# 将数据转换为时间序列
ts_data <- ts(data$Value, start = c(2000, 1), frequency = 12)

# 拟合ARIMA-GARCH模型
fit <- ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1, 1)), mean.model = list(armaOrder = c(1, 1)), data = ts_data)
model <- ugarchfit(spec = fit, data = ts_data)

# 预测未来12个月的数据
forecasted_values <- predict(model, n.ahead = 12)

# 绘制预测曲线
plot(ts_data, main = "ARIMA-GARCH Model", xlab = "Year", ylab = "Value")
lines(fitted(model), col = "blue")
lines(forecasted_values, col = "red")
legend("topleft", legend = c("Observed", "Fitted", "Forecasted"), col = c("black", "blue", "red"), lty = c(1, 1, 1), cex = 0.8)

请注意，这只是一个示例代码，并且需要根据你的具体数据进行修改和调整。