Hi, I?m trying to use the ugarchfit function and an error is being reported. This is the script: spec1=ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1,1),submodel = NULL),mean.model = list(armaOrder = c(1, 1),include.mean = TRUE),distribution.model = "std") fit1 = ugarchfit(spec=spec1,data=x,out.sample=0) The "x" object it's a xts object with more than 4000 data. The following message is exhibit: Error in .hessian2sidedcpp(f, ipars[estidx, 1], arglist = arglist) : SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol' Where is the mistake in the function? I?m using the most updated version of the package (1.0-16). Tks the help.
problems with rugarch
1 message · THAIS CRISTINA CHAGAS S AZEVEDO