Skip to content
Prev 14669 / 15274 Next

rugarch xts causes error

The external.regressors input must be a matrix not an xts object e.g. use:
spec<-ugarchspec(mean.model=list(external.regressors=coredata(inputs[1:2000,2])))

This will probably be relaxed in a future release.

Regards,

Alexios
On 12/3/18 4:45 AM, ???????? ?????? wrote: