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Message-ID: <CAPD4hGD3inNJKQ8GAG4o80D7WfR1bV8c_uTnTjSnjeM336Df5g@mail.gmail.com>
Date: 2015-02-09T03:29:17Z
From: Gmail
Subject: dccfit funtion in rmgarch

Dear R users,

I am using the dccfit function for my analysis, but keeping get the
following error:

Error in .sgarchfilter(spec = spec, data = data, out.sample = out.sample,
 :
  unused argument (realizedVol = NULL)

Here is my sample code:

library(rmgarch)
data(dji30retw)
data=dji30retw[,2:3]

xspec = ugarchspec(variance.model=list(model="sGARCH", garchOrder=c(1,1)),
                   mean.model=list(armaOrder=c(0,0), include.mean=FALSE),
                   distribution.model="norm")

uspec = multispec(replicate(2, xspec))

spec1 = dccspec(uspec = uspec, dccOrder = c(1, 1), distribution = 'mvnorm')

fit1 = dccfit(spec=spec1, data = data)


Can anyone help me figure it out? Thanks in advance.

Jun

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