I'm using the most excellent rugarch package to build some ARFIMA models.

My code (mostly lifted from the examples) is the following:

fit <- vector(mode = "list", length = 9)
dist <- c("norm", "snorm", "std", "sstd", "ged", "sged", "nig", "ghyp",
"jsu")

for(i in 1:length(dist)){
  spec <- arfimaspec(mean.model = list(armaOrder = c(1,1), include.mean =
TRUE,
 arfima = *TRUE*), distribution.model = dist[i])
 fit[[i]] <- arfimafit(spec = spec, data = x,solver = "solnp", out.sample =
307,
 fit.control = list(scale = 1))
}
forc = vector(mode = "list", length = 9)
for(i in 1:9){
  forc[[i]] = arfimaforecast(fit[[i]], n.ahead = 1, n.roll = 306)
}
#After I run the for loop for forc I get the following message:

There were 50 or more warnings (use warnings() to see the first 50)

> warnings()[1]$`longer object length is not a multiple of shorter object length`
x - mu



When I set the arfima=TRUE statement to arfima=FALSE in the spec
object, I don't have this problem.



Any advice?  Thx!  John

	[[alternative HTML version deleted]]

