[R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors

[alexios ghalanos]

Try with the latest version from r-forge (1.2-9):
install.packages("rugarch", repos="http://R-Forge.R-project.org")

If you get the error again report back and I'll investigate further.

-Alexios


On 26/11/2013 07:58, tvernay wrote:
> Dear Alexios,
> 
> Many thanks for your answer.
> 
> -When I reorganized the code in my post in order to make it more readable, I
> accidentally added a wrong '1', but my q parameter for the ARMA model is 9
> and not 19 (hence my error message), sorry for this mistake in my post
> 
> - I am using the rugarch version 1.2-7
> 
> - I have no ugarchfilter function in my code, which is indeed strange (the
> error apparently comes from ugarchfit)
> 
> There is no possibility that the ugarchfit function generates this error?
> 
> Thanks for your help, cheers,
> 
> Thibaut
> 
> 
> 
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