[R-SIG-Finance] problems with rugarch

[THAIS CRISTINA CHAGAS S AZEVEDO]

Hi,

I´m trying to use the ugarchfit function and an error is being reported.
This is the script:

spec1=ugarchspec(variance.model = list(model = "sGARCH", garchOrder =
c(1,1),submodel = NULL),mean.model = list(armaOrder = c(1, 1),include.mean
= TRUE),distribution.model = "std")

fit1 = ugarchfit(spec=spec1,data=x,out.sample=0)

The "x" object it's a xts object with more than 4000 data.

The following message is exhibit:

Error in .hessian2sidedcpp(f, ipars[estidx, 1], arglist = arglist) :
  SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

Where is the mistake in the function?

I´m using the most updated version of the package (1.0-16).

Tks the help.