[R-SIG-Finance] UGARCHSIM

Francesco Mantovani francesco_mantovani at ymail.com
Thu Jun 18 15:57:28 CEST 2015


Hello, can someone explain me, if I digit:
> sim=ugarchsim(fit,n.sim=2920,m.sim=2,startMethod='sample')> plot(sim)
Make a plot selection (or 0 to exit): 
1:   Conditional SD Simulation Path2:   Return Series Simulation Path3:   Conditional SD Simulation Density4:   Return Series Simulation Path Density
Selection: 1
why do I get this
Error in convert.dates(dates., format = fmt, origin. = origin.) :   format m/d/y may be incorrectIn addition: Warning message:In unpaste(dates., sep = fmt$sep, fnames = fmt$periods, nfields = 3) :  wrong number of fields in entry(ies) 1
?


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