Alexios,

Sorry for bothering you. I downloaded the version from the link you sent.
Then installed manually and found the results below. Thanks once more.
Fernando




> install.packages("~/Downloads/rugarch_1.01-6.zip", repos = NULL)Installing package(s) into ‘C:/Arquivos de programas/R/R-2.15.3/library’
(as ‘lib’ is unspecified)package ‘rugarch’ successfully unpacked and
MD5 sums checked> library(rugarch)Loading required package:
RcppLoading required package: RcppArmadilloLoading required package:
parallelLoading required package: zoo
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:

    as.Date, as.Date.numeric
Loading required package: xtsLoading required package: numDerivLoading
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:
> sessionInfo()R version 2.15.3 (2013-03-01)
Platform: i386-w64-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets
[7] methods   base

other attached packages:
[1] rugarch_1.01-6          Rsolnp_1.14
[3] truncnorm_1.0-6         numDeriv_2012.9-1
[5] xts_0.9-3               zoo_1.7-9
[7] RcppArmadillo_0.3.800.1 Rcpp_0.10.2

loaded via a namespace (and not attached):
[1] grid_2.15.1     lattice_0.20-14 tools_2.15.1

> install.packages("~/Downloads/rugarch_1.01-6.zip", repos = NULL)Installing package(s) into ‘C:/Arquivos de programas/R/R-2.15.3/library’
(as ‘lib’ is unspecified)package ‘rugarch’ successfully unpacked and
MD5 sums checked> library(rugarch)Loading required package:
RcppLoading required package: RcppArmadilloLoading required package:
parallelLoading required package: zoo
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:

    as.Date, as.Date.numeric
Loading required package: xtsLoading required package: numDerivLoading
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:
> sessionInfo()R version 2.15.3 (2013-03-01)
Platform: i386-w64-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets
[7] methods   base

other attached packages:
[1] rugarch_1.01-6          Rsolnp_1.14
[3] truncnorm_1.0-6         numDeriv_2012.9-1
[5] xts_0.9-3               zoo_1.7-9
[7] RcppArmadillo_0.3.800.1 Rcpp_0.10.2

loaded via a namespace (and not attached):
[1] grid_2.15.1     lattice_0.20-14 tools_2.15.1







> install.packages("~/Downloads/rugarch_1.01-6.zip", repos = NULL)Installing package(s) into ‘C:/Arquivos de programas/R/R-2.15.3/library’
(as ‘lib’ is unspecified)package ‘rugarch’ successfully unpacked and
MD5 sums checked> library(rugarch)Loading required package:
RcppLoading required package: RcppArmadilloLoading required package:
parallelLoading required package: zoo
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:

    as.Date, as.Date.numeric
Loading required package: xtsLoading required package: numDerivLoading
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:
> sessionInfo()R version 2.15.3 (2013-03-01)
Platform: i386-w64-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets
[7] methods   base

other attached packages:
[1] rugarch_1.01-6          Rsolnp_1.14
[3] truncnorm_1.0-6         numDeriv_2012.9-1
[5] xts_0.9-3               zoo_1.7-9
[7] RcppArmadillo_0.3.800.1 Rcpp_0.10.2

loaded via a namespace (and not attached):
[1] grid_2.15.1     lattice_0.20-14 tools_2.15.1

> install.packages("~/Downloads/rugarch_1.01-6.zip", repos = NULL)Installing package(s) into ‘C:/Arquivos de programas/R/R-2.15.3/library’
(as ‘lib’ is unspecified)package ‘rugarch’ successfully unpacked and
MD5 sums checked> library(rugarch)Loading required package:
RcppLoading required package: RcppArmadilloLoading required package:
parallelLoading required package: zoo
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:

    as.Date, as.Date.numeric
Loading required package: xtsLoading required package: numDerivLoading
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:
> sessionInfo()R version 2.15.3 (2013-03-01)
Platform: i386-w64-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets
[7] methods   base

other attached packages:
[1] rugarch_1.01-6          Rsolnp_1.14
[3] truncnorm_1.0-6         numDeriv_2012.9-1
[5] xts_0.9-3               zoo_1.7-9
[7] RcppArmadillo_0.3.800.1 Rcpp_0.10.2

loaded via a namespace (and not attached):
[1] grid_2.15.1     lattice_0.20-14 tools_2.15.1

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