garch<-ugarchfit(spec,data=tsdata,solver='solnp')
Error in solve.default(res$hessian * n.used) :
system is computationally singular: reciprocal condition number = 1.72545e-27
对序列不做处理,ugarchfit函数只能运行一半,显示
Warning message:
In .makefitmodel(garchmodel = "sGARCH", f = .sgarchLLH, T = T, m = m, :
rugarch-->warning: failed to invert hessian