Hello,
         
My question is related to the rugarch package and its arfimafit function.
I am trying to fit an arfima(7,d,1) with an exogenous variable. Here is a
part of my code:

	 spec1<- arfimaspec(mean.model = list(armaOrder = c(7, 1), include.mean =
         FALSE,arfima = TRUE, external.regressors =
         lagtempdata))
         arfimafittemp<- arfimafit(spec= spec1, data=temperaturelmrestest,
         out.sample = 0, solver = "nlminb" )

     
Both lagtempdata and temperaturelmrestest are matrices with dimensions of
3278 rows by 1 column. I get the following error:
     
Error in pars[idx["mxreg", 1]:idx["mxreg", 2], 1] = fit.mean[i] :
replacement has length zero
     
Do you know where it comes from and how I can fix it?


Thank you and have a nice day,
Anne-Marie 		 	   		  
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