Hello,
Your minimal reproducible example is not reproducible since we don't
have acces to file "EURJPY.m1440.csv" and is far from minimal.
Anyway, the best I can say is that you are using the attribution
operator '<-' to set the values of a function's arguments when you
should use '='. Try instead the fllowing.
spec = ugarchspec(variance.model = list(model = "sGARCH",garchOrder=c(1,1)),
mean.model = list(
armaOrder = c(final.order[1], final.order[3]),
arfima = FALSE, include.mean = TRUE),
distribution.model = "sged")
Hope this helps,
Rui Barradas
Em 25-02-2017 16:18, Allan Tanaka escreveu:
Hi
See attached txt
On Saturday, 18 February 2017, 20:47, Rui Barradas
<ruipbarra...@sapo.pt> wrote:
Helo,
No attachment came through. Change the file extension from .R to .txt
and resend, there aren't many types of files r-help accepts.
Rui Barradas
Em 17-02-2017 17:20, Allan Tanaka escreveu:
> So i tried brute force to find best fitted GARCH model for
prediction.The code works fine as it runs but at the end of processing,
there's error like this: There were 50 or more warnings (use warnings()
to see the first 50).
> So i type warnings(), then the error become:unidentified option(s) in
mean.model
> Not sure what's gone wrong?
> See attached for R script
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