Data for: Feasible Generalized Least Squares Using Support Vector Regression

R code and .csv configuration files for feasible generalized least squares (FGLS) estimation in which the conditional variance function is estimated using support vector regression.用于可行广义最小二乘法（feasible generalized least squares, FGLS）估计的R代码与.csv配置文件，其中条件方差函数通过支持向量回归（support vector regression）进行估计。