This is NOT stackexchange. 1. Real name 2. Reproducible example (what you've provided below is NOT).
-Alexios On 27/05/2014 20:02, firhat.nawfan.h wrote: > the dccfit had converged already, perhaps it have something to do with how > the dccspec? there are 2 kind of data fin series, and cg series, bot dccfit > converged in the first run, however when applied dccforecast the fin series > give error message while cg series have no problem > > note: how to sign my messages with my real name?, i;m new here, usually i > visited in stackexchange to get answer > > this is my code > > mspec.ret.fin<-c() > for(i in 1:15) > { > > mspec.ret.fin<-c(mspec.ret.fin,get(paste("spec.ugarch.ret.fin.",colnames(base.name[i]),sep=""))) > } > mspec.ret.fin=multispec(mspec.ret.fin) > > # specify dccspec > assign(paste("dcc.spec.ret.fin"),dccspec(get(paste("mspec.ret.fin")), VAR = > FALSE, robust = FALSE, lag = 1, lag.max = NULL, lag.criterion = c("AIC", > "HQ", "SC", "FPE"), external.regressors = NULL, robust.control = > list("gamma" = 0.25, "delta" = 0.01, "nc" = 10, "ns" = 500), dccOrder = > c(1,1), model = c("DCC"), groups = rep(1, length(uspec@spec)), distribution > = c("mvnorm"), start.pars = list(), fixed.pars = list())) > > # specify data for dcc.fit > merge.list.data.dcc.fit.ret.fin<-as.character(list()) > for (i in 1:15) > { > merge.list.data.dcc.fit.ret.fin<-append(merge.list.data.dcc.fit.ret.fin,paste("resid.ret.fin.",colnames(base.name[i]),sep="")) > } > merge.name.data.dcc.fit.ret.fin<-lapply(merge.list.data.dcc.fit.ret.fin,get) > names(merge.name.data.dcc.fit.ret.fin)<-merge.list.data.dcc.fit.ret.fin > data.dcc.fit.ret.fin<-do.call(merge,merge.name.data.dcc.fit.ret.fin) > > # adjust data for dcc.fit for different starting point in coloumn > if (exists("dcc.fit.adj.ret.fin")==TRUE) > { > if(dcc.fit.adj.ret.fin>=0) > { > > set.data.dcc.fit.ret.fin<-data.dcc.fit.ret.fin[-c(1:dcc.fit.adj.ret.fin),] > } > else > { > set.data.dcc.fit.ret.fin<-data.dcc.fit.ret.fin > } > } > if (exists("dcc.fit.adj.ret.fin")==FALSE) > { > set.data.dcc.fit.ret.fin<-data.dcc.fit.ret.fin > } > > # performing dcc.fit > dcc.fit.ret.fin<-dccfit(dcc.spec.ret.fin, set.data.dcc.fit.ret.fin, > out.sample = 30, solver = "gosolnp", solver.control = list(),fit.control = > list(eval.se = TRUE, stationarity = TRUE, scale = FALSE), cluster = NULL, > fit = NULL, VAR.fit = NULL) > dcc.fit.ret.cg<-dccfit(dcc.spec.ret.cg, set.data.dcc.fit.ret.cg, out.sample > = 30, > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/understanding-an-error-from-ugarchfit-tp4684836p4691323.html > Sent from the Rmetrics mailing list archive at Nabble.com. > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > > _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.