search for: makefitmodel

...istribution.model = "norm", start.pars = list(), fixed.pars = list()) ugarchfit(spec, X2, out.sample = 0, solver = "solnp", solver.control = list(trace = TRUE, tol=1e-4, delta=1e-8), fit.control = list(stationarity = 1, fixed.se = 0, scale=0)) I got this error massage *In .makefitmodel(garchmodel = "sGARCH", f = .sgarchLLH, ... : rugarch-->warning: failed to invert hessian * I think rugarch is not converge the result properly. Please let me know how to deal with this problem. Regards, Serdar -- View this message in context: http://r.789695.n4.nabble.com/ruga...