rugarch - arfimaforecast error

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rugarch - arfimaforecast error

jeandro
Hi,

I am using rugarch package to implement a Farima model and to do prediction time series. Code  snippet below.

spec_farima2 <- arfimaspec(mean.model = list(armaOrder = c(3, 0, 1), include.mean = TRUE,
                           arfima = T, external.regressors = intra_A_tcp.csv$inputsTrain), distribution.model = "norm",
                          fixed.pars=list(mu=1, ar1=3, ma1=0, ar2=1, arfima=1))

`setfixed<-`(object = spec_farima2, value = intra_A_tcp.csv$inputsTrain)

pred_farima <- arfimaforecast(fitORspec = spec_farima2, intra_A_tcp.csv$inputsTest,
                              n.roll = 200, n.ahead = 1, out.sample = 300)

In the prediction function return this error menssage.

ugarchforecast-->error: parameters names do not match specification
Expected Parameters are: mu ar1 ar2 ar3 arfima mxreg1 sigma
Erro: Exiting

someone help me?
Thanks