I'm trying to run this code for DCC GARCH in Rstudio:
spec1=dccspec(uspec = multispec(replicate(2,uspec)), dccOrder = c(1,1), distribution ="mvnorm")
This is the result I am getting:
Error in dccspec(uspec = multispec(replicate(2, uspec)), dccOrder = c(1, : could not find function "dccspec
Someone knows how to solve this problem? Thanks.
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