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

[Grigory]

I have the very same problem, even with 'external.regressors=NULL' option.
Has it been solved already? Thank you.


alexios wrote
> 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@

>  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.
>> 
>>
> 
> _______________________________________________

> R-SIG-Finance@

>  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.





--
View this message in context: http://r.789695.n4.nabble.com/rugarch-error-in-ugarchfit-due-to-external-regressors-tp4681114p4682477.html
Sent from the Rmetrics mailing list archive at Nabble.com.