[R-SIG-Finance] External regressors

[Patrick Burns]

I think you will need to do some
debugging to see where it is going
wrong.  One place among many to get
some R debugging hints is at the
start of Circle 8 of 'The R Inferno':

http://www.burns-stat.com/pages/Tutor/R_inferno.pdf

On 24/11/2011 11:09, Papa Senyo wrote:
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> Dear All,
>
> Please, I have run the codes below and have errors as below: Please what do we do to avoid/rectify this error. The problem as it appears might be coming from the external regressors.
>
>
> spec3=ugarchspec(variance.model = list(model = "fGARCH", garchOrder = c(1,
> 1), submodel ="TGARCH", external.regressors = xxx, variance.targeting = FALSE),
> mean.model = list(armaOrder = c(5, 0), include.mean = TRUE,
> archm = FALSE, archpow = 1, arfima = FALSE, external.regressors = NULL),
> distribution.model = "sstd", start.pars = list(), fixed.pars = list())
> model2<- ugarchfit(data =matrix(res.ar1), spec = spec3, out.sample = 0,
>      solver = "gosolnp", solver.control = list(),
>      fit.control = list(stationarity = 1, fixed.se = 0, scale = 0))
>
> Error;
> Error in .fgarchfit(spec = spec, data = data, out.sample = out.sample,  :
>    subscript out of bounds
>
> Kind regards
> papa
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-- 
Patrick Burns
patrick at burns-stat.com
http://www.burns-stat.com
http://www.portfolioprobe.com/blog
twitter: @portfolioprobe