在GARCH模型中加入一个虚拟变量应该如何通过编程实现呢？就是w如何编到程序里呢？？

rm(list=ls(all=T))

library(rugarch)

r=read.table("F: /数据/1.txt")

w=read.table("F: /数据/3.txt")

spec = ugarchspec(variance.model =list(model = "sGARCH", garchOrder = c(1, 1),

submodel =NULL, external.regressors =w,variance.targeting = TRUE),

mean.model = list(armaOrder = c(1, 1),include.mean = TRUE, archm = FALSE,

archpow = 1, arfima = FALSE,external.regressors = NULL, archex = FALSE),

distribution.model = "norm")

fit = ugarchfit(data = r, spec = spec)

fit

我自己写的程序的运行结果一直报错：

警告信息：1: In mean.default(newX[, i], ...) :  argument is not numeric or logical: returning NA2: In .solnpsolver(pars, fun, Ifn, ILB, IUB, control, LB, UB, ...) : rgarch-->warning: no convergence...
3: In .sgarchfit(spec = spec, data = data, out.sample = out.sample,  : ugarchfit-->warning: solver failer to converge.> fit
*---------------------------------**          GARCH Model Fit        **---------------------------------*
Conditional Variance Dynamics   -----------------------------------GARCH Model     : sGARCH(1,1)Mean Model      : ARFIMA(1,0,1)Distribution    : norm
Convergence Problem:Solver Message: Error in fun(pars, ...) : (串列)对象不能强制改变成'double'种类 求大神指教啊啊啊啊！！！！！！！！！！！！！！1

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