[rugarch] error in ugarchfit due to external regressors
Try with the latest version from r-forge (1.2-9):
install.packages("rugarch", repos="http://R-Forge.R-project.org")
If you get the error again report back and I'll investigate further.
-Alexios
On 26/11/2013 07:58, tvernay wrote:
Dear Alexios, Many thanks for your answer. -When I reorganized the code in my post in order to make it more readable, I accidentally added a wrong '1', but my q parameter for the ARMA model is 9 and not 19 (hence my error message), sorry for this mistake in my post - I am using the rugarch version 1.2-7 - I have no ugarchfilter function in my code, which is indeed strange (the error apparently comes from ugarchfit) There is no possibility that the ugarchfit function generates this error? Thanks for your help, cheers, Thibaut -- View this message in context: http://r.789695.n4.nabble.com/rugarch-error-in-ugarchfit-due-to-external-regressors-tp4681114p4681158.html Sent from the Rmetrics mailing list archive at Nabble.com.
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