[R-SIG-Finance] a trivial question on rugarch package

[alexios ghalanos]

Fernando,

I already suggested in my reply to the email which you sent me directly 
to update to the latest version from google code. Since I do not see the 
loading of xts in your results I can only suppose you have not followed 
my suggestion.

Update rugarch to the latest version, re-run your code, and if you
continue to have problems report the results of:
'sessionInfo()'


-Alexios

On 20/03/2013 13:53, Fernando Aiube wrote:
> Please,
>
> I am runing the following code
>
>
> library(rugarch)
> spec = ugarchspec()
> data(sp500ret)
> fit = ugarchfit(spec = spec, data = sp500ret)
> show(fit)
>
> And I am getting the answer
>
>
>> library(rugarch)Loading required package: RcppLoading required package: RcppArmadilloLoading required package: parallelLoading required package: numDerivLoading required package: chronLoading required package: RsolnpLoading required package: truncnormPackage Rsolnp (1.14) loaded.  To cite, see citation("Rsolnp")
>> spec = ugarchspec()> data(sp500ret)> fit = ugarchfit(spec = spec, data = sp500ret)Warning message:In .sgarchfit(spec = spec, data = data, out.sample = out.sample,  :
> ugarchfit-->warning: solver failer to converge.> show(fit)
> *---------------------------------*
> *          GARCH Model Fit        *
> *---------------------------------*
>
> Conditional Variance Dynamics 	
> -----------------------------------
> GARCH Model	: sGARCH(1,1)
> Mean Model	: ARFIMA(1,0,1)
> Distribution	: norm
>
> Convergence Problem:
> Solver Message:
>
> =============================================
> Please anyone can help me with this issue?
> The R version is 2.15.3. All packages were updated.
>
> Best
>
> Fernando
>
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>
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