[R-SIG-Finance] Problem with ugarchroll

[Owe Jessen]

Hi,

i've got a problem with ugarchroll from rgarch - can anybody help me 
explain what the following error message means and how i might 
circumvent the problem?

Done!...all converged.
Fehler in ans$z : $ operator is invalid for atomic vectors
Zusätzlich: Warnmeldung:
In arima(data, order = c(armap, 0, armaq), include.mean = include.mean,  :
   possible convergence problem: optim gave code=1

Here's some code:
require(rgarch)
require(quantmod)
getSymbols("^GDAXI", src="yahoo", from=1991-01-02)
r <- dailyReturn(GDAXI)
r.out <- window(r, start="2007-07-01")
n.out <- length(r.out)
gjr.spec = ugarchspec(variance.model = list(model = "fGARCH", garchOrder 
= c(2,2),submodel="GJRGARCH"),mean.model = 
list(armaOrder=c(1,1)),distribution.model= dist)
gjr.roll <- ugarchroll(gjr.spec, 
r,n.ahead=10,forecast.length=n.out,refit.window="moving")

Thanks in advance.

Owe

-- 
Owe Jessen
Nettelbeckstr. 5
24105 Kiel
post at owejessen.de
http://privat.owejessen.de