Hello, My question is related to the rugarch package and its arfimafit function. I am trying to fit an arfima(7,d,1) with an exogenous variable. Here is a part of my code:
spec1<- arfimaspec(mean.model = list(armaOrder = c(7, 1), include.mean = FALSE,arfima = TRUE, external.regressors = lagtempdata)) arfimafittemp<- arfimafit(spec= spec1, data=temperaturelmrestest, out.sample = 0, solver = "nlminb" ) Both lagtempdata and temperaturelmrestest are matrices with dimensions of 3278 rows by 1 column. I get the following error: Error in pars[idx["mxreg", 1]:idx["mxreg", 2], 1] = fit.mean[i] : replacement has length zero Do you know where it comes from and how I can fix it? Thank you and have a nice day, Anne-Marie [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.