[R-SIG-Finance] dccfit funtion in rmgarch

[alexios]

Please provide the output of sessionInfo(), or just update 
rugarch&rmgarch to their latest versions with R 3.1.2


Alexios

On 09/02/2015 03:29, jun wang wrote:
> Dear R users,
>
> I am using the dccfit function for my analysis, but keeping get the
> following error:
>
> Error in .sgarchfilter(spec = spec, data = data, out.sample = out.sample,
>   :
>    unused argument (realizedVol = NULL)
>
> Here is my sample code:
>
> library(rmgarch)
> data(dji30retw)
> data=dji30retw[,2:3]
>
> xspec = ugarchspec(variance.model=list(model="sGARCH", garchOrder=c(1,1)),
>                     mean.model=list(armaOrder=c(0,0), include.mean=FALSE),
>                     distribution.model="norm")
>
> uspec = multispec(replicate(2, xspec))
>
> spec1 = dccspec(uspec = uspec, dccOrder = c(1, 1), distribution = 'mvnorm')
>
> fit1 = dccfit(spec=spec1, data = data)
>
>
> Can anyone help me figure it out? Thanks in advance.
>
> Jun
>
> 	[[alternative HTML version deleted]]
>
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