I am using autoarfima from rugarch separately on a series of differences, with
ar.max=ma.max=3.
The search process converges.
I am getting the normal outputs from object$fit@fit until it gets to the ARCH
LM Tests and beyond. There I get the following message and no further outputs:
ARCH LM Tests
------------------------------------
Error in model.frame.default(formula = mat[, 1] ~ mat[, -1], drop.unused.levels
= TRUE) :
variable lengths differ (found for 'mat[, -1]')
-------------------------------------
I am running rugarch 1.3-1, with R version 3.2.3 through RStudio, on Platform:
x86_64-w64-mingw32/x64, using Win7-SP1.
Given a clue, I can look for a solution, but this seems to be happening
internally in the function.
Thanks for any help you can provide.
-Nick
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