External regressors
I think you will need to do some debugging to see where it is going wrong. One place among many to get some R debugging hints is at the start of Circle 8 of 'The R Inferno': http://www.burns-stat.com/pages/Tutor/R_inferno.pdf
On 24/11/2011 11:09, Papa Senyo wrote:
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Dear All,
Please, I have run the codes below and have errors as below: Please what do we do to avoid/rectify this error. The problem as it appears might be coming from the external regressors.
spec3=ugarchspec(variance.model = list(model = "fGARCH", garchOrder = c(1,
1), submodel ="TGARCH", external.regressors = xxx, variance.targeting = FALSE),
mean.model = list(armaOrder = c(5, 0), include.mean = TRUE,
archm = FALSE, archpow = 1, arfima = FALSE, external.regressors = NULL),
distribution.model = "sstd", start.pars = list(), fixed.pars = list())
model2<- ugarchfit(data =matrix(res.ar1), spec = spec3, out.sample = 0,
solver = "gosolnp", solver.control = list(),
fit.control = list(stationarity = 1, fixed.se = 0, scale = 0))
Error;
Error in .fgarchfit(spec = spec, data = data, out.sample = out.sample, :
subscript out of bounds
Kind regards
papa
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