[rugarch] error in ugarchfit due to external regressors
There was no error in the code...did you check the convergence of your estimated object? If you want more help, consider providing reproducible code as per the guidelines. Alexios
On 19/12/2013 15:50, Grigory wrote:
I have the very same problem, even with 'external.regressors=NULL' option. Has it been solved already? Thank you. alexios wrote
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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