[R] unidentified option(s) in mean.model

[Rui Barradas]

Hello,

Your minimal reproducible example is not reproducible since we don't 
have acces to file "EURJPY.m1440.csv" and is far from minimal.
Anyway, the best I can say is that you are using the attribution 
operator '<-' to set the values of a function's arguments when you 
should use '='. Try instead the fllowing.


spec = ugarchspec(variance.model = list(model = "sGARCH",garchOrder=c(1,1)),
                     mean.model = list(
                       armaOrder = c(final.order[1], final.order[3]), 
arfima = FALSE, include.mean = TRUE),
                     distribution.model = "sged")

Hope this helps,

Rui Barradas

Em 25-02-2017 16:18, Allan Tanaka escreveu:
> Hi
>
> See attached txt
>
>
> On Saturday, 18 February 2017, 20:47, Rui Barradas
> <ruipbarradas at sapo.pt> wrote:
>
>
> Helo,
>
> No attachment came through. Change the file extension from .R to .txt
> and resend, there aren't many types of files r-help accepts.
>
> Rui Barradas
>
> Em 17-02-2017 17:20, Allan Tanaka escreveu:
>  > So i tried brute force to find best fitted GARCH model for
> prediction.The code works fine as it runs but at the end of processing,
> there's error like this: There were 50 or more warnings (use warnings()
> to see the first 50).
>  > So i type warnings(), then the error become:unidentified option(s) in
> mean.model
>  > Not sure what's gone wrong?
>  > See attached for R script
>
>  > ______________________________________________
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>  > and provide commented, minimal, self-contained, reproducible code.
>
>  >
>
>