[R-SIG-Finance] how to add more than two external regressors in GARCH model using rgarch

[zoe_zhang]

Dear All,
I am working on a GARCH model with two external regressors.
I find the rgarch package could help and just follow the ugarchspec function
which is
function (variance.model = list(model = "sGARCH", garchOrder = c(1,
1), submodel = NULL, *external.regressors = NULL*, variance.targeting =
FALSE),
mean.model = list(armaOrder = c(1, 1), include.mean = TRUE,
garchInMean = FALSE, inMeanType = 1, arfima = FALSE,
external.regressors = NULL), distribution.model = "norm",
start.pars = list(), fixed.pars = list(), ...)

Assume I have to add two external regressors x1 and x2 . I tried 
external.regressors = (x1,x2)
or external.regressors = x1,x2
but the result still comes out with one external regressor,

does any one know how to add more than two regressors?

Any suggestion would be appreciated a lot!

Sincerely,
Zoe

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