Error in dimnames(x) - dn length of 'dimnames' 2 not equal to array extent when fitting GARCH-Model

I created 100 randome time series to fit GARCH-Model on them later. Here are my codes:

#create randome time series 
d <- data.frame(replicate(100,sample(0:100,1000,rep=TRUE)))
lst1 <- lapply(d, ts, start = 2000, end = 2009)

df1 <- as.matrix(, 1)

# fit DCC-GARCH on the time series
garch100.spec <- ugarchspec(mean.model = list(armaOrder=c(0,0)),variance.model = list(garchOrder=c(1,1),model="sGARCH"),distribution.model = "std")
dcc.garch100.spec= dccspec(uspec = multispec(replicate(3,garch100.spec)),dccOrder = c(1,1),distribution = "mvt") <- dccfit(dcc.garch100.spec, data=df1)

I got the following error message: error in dimnames(x) - dn length of 'dimnames' 2 not equal to array extent

Can somebody help me with it?

Could anybody please help?

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.