请教高人,我在做arma-garch模型时出现以下问题,不知道问题是出在了哪里,还请高人指点了,谢谢啦~
> myspec=ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1, 1),
+ submodel = NULL, external.regressors = NULL, variance.targeting = FALSE),
+ mean.model = list(armaOrder = c(1, 1), include.mean = TRUE, archm = FALSE,
+ archpow = 1, arfima = FALSE, external.regressors = NULL, archex = FALSE),
+ distribution.model = "norm", start.pars = list(), fixed.pars = list())
> m1=ugarchfit(spec=myspec,data=Rusd,solver="solnp")
错误于.extractdata(data) :
rgarch-->error: class of data object not recognized
>


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