Hi all, The following questions is regarding to the statistical software R. Specifically refers to the rmgarch package for time series analysis. I have a dataset of [1520,34]. I am trying to fit a dcc. I am using multispec because i want to include many univariate (c(spec1,spec2,spec3) etc)models to have the comparison as it is done in Cappiello et all (2006). When after that i am using multifit the model collapses resulting in error :speclist length not equal to data length. code: spec1 = ugarchspec(mean.model = list(armaOrder = c(1, 1),include.mean = TRUE), variance.model = list(garchOrder = c(1,1), model = 'eGARCH'), distribution.model = 'norm') spec2 = ugarchspec(mean.model = list(armaOrder = c(1, 1),include.mean TRUE), variance.model = list(garchOrder = c(1,1), model = 'sGARCH'), distribution.model = 'norm') spec3 = ugarchspec(mean.model = list(armaOrder = c(1, 1),include.mean TRUE), variance.model = list(garchOrder = c(1,1), model = 'sGARCH'), distribution.model = 'norm') spec4 = ugarchspec(mean.model = list(armaOrder = c(1, 1),include.mean TRUE), variance.model = list(garchOrder = c(1,1), model = 'gjrGARCH'), distribution.model = 'norm') mspec = multispec( replicate(8.5,c( spec1, spec2, spec3, spec4 )))###i am using 8.5 to have 8.5x4=34. cl = makePSOCKcluster(34) multf = multifit(mspec, data1, cluster = cl,) Any suggestions? Thanks in advance, Best, Stefanos [[alternative HTML version deleted]]