[R-SIG-Finance] Error in autoarfima output

Nicholas Manganaro n.manganaro at alum.mit.edu
Tue Jan 26 23:55:11 CET 2016

I am using autoarfima from rugarch separately on a series of differences, with ar.max=ma.max=3.
The search process converges.
I am getting the normal outputs from object$fit at fit until it gets to the ARCH LM Tests and beyond. There I get the following message and no further outputs:

Error in model.frame.default(formula = mat[, 1] ~ mat[, -1], drop.unused.levels = TRUE) : 
  variable lengths differ (found for 'mat[, -1]')

I am running rugarch 1.3-1, with R version 3.2.3 through RStudio, on Platform: x86_64-w64-mingw32/x64, using Win7-SP1.
Given a clue, I can look for a solution, but this seems to be happening internally in the function.
Thanks for any help you can provide.

More information about the R-SIG-Finance mailing list