代码如下

myspec=ugarchspec(  
      variance.model = list(model = "sGARCH", garchOrder = c(1, 1),external.regressors = NULL),  
      mean.model = list(armaOrder = order[c(1,2)], include.mean = TRUE,external.regressors = NULL),  
      distribution.model = "std"  
    )
    myfit=ugarchfit(myspec,data=train.ts.dif,solver="gosolnp")
    garch.forcast=ugarchforecast(myfit,data=NULL,n.ahead=7,external.forecasts = NULL)


错误信息

ugarchfilter-->error: parameters names do not match specification

Expected Parameters are: mu ma1 omega alpha1 beta1 shape

Error: Exiting

In addition: Warning message:

In .sgarchfit(spec = spec, data = data, out.sample = out.sample,  :

ugarchfit-->warning: solver failer to converge.