How to get rid of convergence problem in DCC-GARCH model in R?
I am using
rmgarch package to estimate DCC-GARCH model in R. I have 80 dependent variables on daily basis to estimate. The starting date for a few variables are different. Although the time series object are successfully created, after running the DCC-fit code, I am facing some convergence problem. Hence, I am pasting the error which I am getting in the estimation:
"Error in UseMethod("convergence") : no applicable method for 'convergence' applied to an object of class "try-error" > ? try-error Error in eval(expr, envir, enclos) : object 'error' not found Error in .helpForCall(topicExpr, parent.frame()) : error in trying to evaluate the expression for argument ‘e2’ (error)"
Kindly suggest me how to solve this error code.
A kind help will be appreciated.
Thanks in advance.