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

[alexios ghalanos]

There was no error in the code...did you check the convergence of your
estimated object?
If you want more help, consider providing reproducible code as per the
guidelines.

Alexios

On 19/12/2013 15:50, Grigory wrote:
> 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
>>>
>>>
>>>
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