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

[alexios ghalanos]

Send me your exact code and dataset used (if possible) off-mailing list
and I'll take a look.

Alexios

On 26/11/2013 12:14, tvernay wrote:
> 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.
> 
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
> 
>