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我想估计 R 中的 DCC GARCH 模型。我有包含 340 个观察值和 10 个变量的数据。这些是我的数据的对数返回率：

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# univariate normal GARCH(1,1) for each series
garch11.spec = ugarchspec(mean.model = list(armaOrder = c(0,0)), 
                          variance.model = list(garchOrder = c(1,1), 
                                                model = "sGARCH"), 
                          distribution.model = "norm")

# dcc specification - GARCH(1,1) for conditional correlations
dcc.garch11.spec = dccspec(uspec = multispec( replicate(10, garch11.spec) ), 
                           dccOrder = c(1,1), 
                           distribution = "mvnorm")
dcc.garch11.spec


dcc.fit = dccfit(dcc.garch11.spec, data = data)

当我让我的代码开始时，它持续了几天并且没有完成。我可以改进或更改什么来更快地获得完成的代码？

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