Hi, Alexios I am having convergence problem when fit a few time series using GARCH family models. The system is continuously reporting errors i.e. solver failer to converge or nonvalid 'nrow' value (too large or NA), depending on the length of dataset. Some previous discussions suggested various solvers, hence "nlminb", "gosolnp" and "nloptr" have been considered but non of them can resolve this problem. One typical example can be found here including a dataset and commands https://www.dropbox.com/sh/lu8haexfz254eab/AAAstEhd9ywWuovKp8FLm5STa
Many many thanks, Marco -- View this message in context: http://r.789695.n4.nabble.com/rugarch-convergence-problem-tp4694878.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
