I'm trying to execute the following code in R:
uspec = ugarchspec(mean.model = list(armaOrder = c(0.0)), variance.model = list(garchOrder = c(1.1), model = "sGARCH"), distribution.model = "norm")
But I'm getting an error:
Error in if (model[i] > 0) { : missing value where TRUE/FALSE needed
How can i solve this problem. Thank you
Looks like some of your parens are not in the right places (after garchOrder = c(1.1)), and you need some commas instead of periods inside the c()
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