Please,

I am runing the following code


library(rugarch)
spec = ugarchspec()
data(sp500ret)
fit = ugarchfit(spec = spec, data = sp500ret)
show(fit)

And I am getting the answer


> library(rugarch)Loading required package: RcppLoading required package: RcppArmadilloLoading required package: parallelLoading required package: numDerivLoading required package: chronLoading required package: RsolnpLoading required package: truncnormPackage Rsolnp (1.14) loaded.  To cite, see citation("Rsolnp")
> spec = ugarchspec()> data(sp500ret)> fit = ugarchfit(spec = spec, data = sp500ret)Warning message:In .sgarchfit(spec = spec, data = data, out.sample = out.sample,  :
ugarchfit-->warning: solver failer to converge.> show(fit)
*---------------------------------*
*          GARCH Model Fit        *
*---------------------------------*

Conditional Variance Dynamics 	
-----------------------------------
GARCH Model	: sGARCH(1,1)
Mean Model	: ARFIMA(1,0,1)
Distribution	: norm

Convergence Problem:
Solver Message:

=============================================
Please anyone can help me with this issue?
The R version is 2.15.3. All packages were updated.

Best

Fernando

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