在用ugarchfit进行拟合时遇到如下问题,求问大神该如何解决呢?T^T
> myfit1=ugarchfit(myspec,data=rlogdiff,solver="solnp")
Error in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean = modelinc[1], :
too few non-missing observations
In addition: Warning message:
In .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
ugarchfit-->waring: using less than 100 data
points for estimation
> myfit1#查看代码结果
Error: object 'myfit1' not found