a trivial question on rugarch package
Fernando, I already suggested in my reply to the email which you sent me directly to update to the latest version from google code. Since I do not see the loading of xts in your results I can only suppose you have not followed my suggestion. Update rugarch to the latest version, re-run your code, and if you continue to have problems report the results of: 'sessionInfo()' -Alexios
On 20/03/2013 13:53, Fernando Aiube wrote:
Please, I am runing the following code library(rugarch) spec = ugarchspec() data(sp500ret) fit = ugarchfit(spec = spec, data = sp500ret) show(fit) And I am getting the answer
library(rugarch)Loading required package: RcppLoading required package: RcppArmadilloLoading required package: parallelLoading required package: numDerivLoading required package: chronLoading required package: RsolnpLoading required package: truncnormPackage Rsolnp (1.14) loaded. To cite, see citation("Rsolnp")
spec = ugarchspec()> data(sp500ret)> fit = ugarchfit(spec = spec, data = sp500ret)Warning message:In .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
ugarchfit-->warning: solver failer to converge.> show(fit) *---------------------------------* * GARCH Model Fit * *---------------------------------* Conditional Variance Dynamics ----------------------------------- GARCH Model : sGARCH(1,1) Mean Model : ARFIMA(1,0,1) Distribution : norm Convergence Problem: Solver Message: ============================================= Please anyone can help me with this issue? The R version is 2.15.3. All packages were updated. Best Fernando [[alternative HTML version deleted]]
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