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

[tvernay]

Thanks for this suggestion Alexios. I am now running the latest rugarch
version from r-forge (1.2-9) but the error remains. Basically, this error is
described as a ugarchfilter error, while I do not have any call to this
routine in my code. Apparently this error comes from the ugarchfit function
with external regressors, for some reason...

Cheers,

Thibaut



--
View this message in context: http://r.789695.n4.nabble.com/rugarch-error-in-ugarchfit-due-to-external-regressors-tp4681114p4681177.html
Sent from the Rmetrics mailing list archive at Nabble.com.