Error in h(simpleError(msg, call)) : error in evaluating the argument 'spec' in selecting a method for function 'ugarchfit': object 'spec' not found

General
1

hi im trying to build a garch model with an external regressor. the external regressor defined is a dummy variable created using fastdummies library. running this code gave the following error message:


> spec <- ugarchspec(mean.model = list(armaOrder = c(1,1), external.regressors = data.matrix(ext.reg), variance.model = list(garchOrder = c(1,1),external.regressors = data.matrix(ext.reg))
+ 
> fit <- ugarchfit(spec,dwx$returns)
Error in h(simpleError(msg, call)) : 
  error in evaluating the argument 'spec' in selecting a method for function 'ugarchfit': object 'spec' not found

idk what im doing wrong. please send help my way T^T

2

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