用股票数据做figarch,中间有节假日数据缺失的,应该怎么处理,我直接把缺失的删除了,结果显示错误
> shangPt.mod1=fgarch(shangPt~1,~figarch(1,1))
Initializing model parameters.
Problem in .C("S_Var1_NA",: There are 1 missing value(s) in x and/or y passed
to cor or var with na.method="fail". See the help file for other options fo
r handling missing values., while calling subroutine S_Var1_NA
Use traceback() to see the call stack