Sent from my phone. Please excuse my brevity.
On February 25, 2017 8:50:01 AM PST, Rui Barradas <ruipbarradas at sapo.pt> wrote:
>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
>> > https://stat.ethz.ch/mailman/listinfo/r-help
>> > 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.
>>
>> >
>>
>>
>
>______________________________________________
>R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.