Warning message:
In .egarchfit(spec = spec, data = data, out.sample = out.sample, :
ugarchfit-->warning: solver failer to converge.
下面是我的R代码
> a<-read.table("C:/Users/LXK/Desktop/222.csv",sep=",",header=T)
> y<-ts(a$c)
> x<-diff(y)
> library(rugarch)
> spec = ugarchspec(variance.model = list(model = "eGARCH", garchOrder = c(1, 1)),
+ mean.model = list(armaOrder = c(1, 1), arfima = FALSE), distribution.model = "std")
> fit = ugarchfit(spec = spec, data = x, out.sample = 0, solver = "solnp", solver.control = list(trace = 0))
> fit
*---------------------------------*
* GARCH Model Fit *
*---------------------------------*
Conditional Variance Dynamics
-----------------------------------
GARCH Model : eGARCH(1,1)
Mean Model : ARFIMA(1,0,1)
Distribution : std
Convergence Problem:
Solver Message:
然后没有solver message和convergence problem
该怎样解决