[rugarch] error in ugarchfit due to external regressors
Send me your exact code and dataset used (if possible) off-mailing list and I'll take a look. Alexios
On 26/11/2013 12:14, tvernay wrote:
Thanks for this suggestion Alexios. I am now running the latest rugarch version from r-forge (1.2-9) but the error remains. Basically, this error is described as a ugarchfilter error, while I do not have any call to this routine in my code. Apparently this error comes from the ugarchfit function with external regressors, for some reason... Cheers, Thibaut -- View this message in context: http://r.789695.n4.nabble.com/rugarch-error-in-ugarchfit-due-to-external-regressors-tp4681114p4681177.html Sent from the Rmetrics mailing list archive at Nabble.com.
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