Message-ID: <58B1B5B9.5080405@sapo.pt>
Date: 2017-02-25T16:50:01Z
From: Rui Barradas
Subject: unidentified option(s) in mean.model
In-Reply-To: <1611448447.875085.1488039519452@mail.yahoo.com>
Hello,
Your minimal reproducible example is not reproducible since we don't
have acces to file "EURJPY.m1440.csv" and is far from minimal.
Anyway, the best I can say is that you are using the attribution
operator '<-' to set the values of a function's arguments when you
should use '='. Try instead the fllowing.
spec = ugarchspec(variance.model = list(model = "sGARCH",garchOrder=c(1,1)),
mean.model = list(
armaOrder = c(final.order[1], final.order[3]),
arfima = FALSE, include.mean = TRUE),
distribution.model = "sged")
Hope this helps,
Rui Barradas
Em 25-02-2017 16:18, Allan Tanaka escreveu:
> Hi
>
> See attached txt
>
>
> On Saturday, 18 February 2017, 20:47, Rui Barradas
> <ruipbarradas at sapo.pt> wrote:
>
>
> Helo,
>
> No attachment came through. Change the file extension from .R to .txt
> and resend, there aren't many types of files r-help accepts.
>
> Rui Barradas
>
> Em 17-02-2017 17:20, Allan Tanaka escreveu:
> > So i tried brute force to find best fitted GARCH model for
> prediction.The code works fine as it runs but at the end of processing,
> there's error like this: There were 50 or more warnings (use warnings()
> to see the first 50).
> > So i type warnings(), then the error become:unidentified option(s) in
> mean.model
> > Not sure what's gone wrong?
> > See attached for R script
>
> > ______________________________________________
> > R-help at r-project.org <mailto:R-help at r-project.org> mailing list -- To
> UNSUBSCRIBE and more, see
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> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> <http://www.r-project.org/posting-guide.html>
> > and provide commented, minimal, self-contained, reproducible code.
>
> >
>
>