library(tidyverse)
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library(here)
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library(nlme)
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library(lme4)
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library(rugarch)
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Goal: analyzing the relationship between habituation patterns and the dishabituation magnitude across three datasets.
adult_d <- read_csv(here("data/raw/adult_data.csv"))
## Rows: 18198 Columns: 11
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr (6): subject, block_type, task_type, trial_type, stimulus_displayed, tas...
## dbl (5): block_number, deviant_position, trial_number, trial_looking_time, t...
##
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preschooler_d <- read_csv(here("data/raw/preschooler_data.csv"))
## Rows: 12104 Columns: 17
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## chr (11): subject, bing_id, child_age_group, block_type, trial_type, block_b...
## dbl (6): age_in_months, block_number, trial_number, deviant_position, trial...
##
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infant_d <- read_csv(here("data/raw/infant_data.csv"))
## Rows: 2078 Columns: 44
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr (19): paper, long_cite, short_cite, doi, expt_cond, pretty_cond_name, su...
## dbl (25): expt_num, agedays, train1, train2, train3, train4, train5, train6,...
##
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.
Focusing on only the first block and blocks with more than two trials
adult_habituation_data <- adult_d %>%
# fist block
filter(block_number == 1) %>%
# before the dishabituation trials
filter(trial_number < deviant_position) %>%
# filtering out blocks with only two trials
filter(deviant_position != 2) %>%
# only keeping the relevant information
select(subject, trial_number, trial_looking_time)
# figure out what blocks to retain
retained_blocks <- preschooler_d %>%
distinct(subject, block_number, trial_number, trial_type) %>%
filter(trial_type == "deviant") %>%
filter(trial_number > 2) %>%
filter(block_number == 1) %>%
mutate(deviant_trial_number = trial_number)
preschooler_habituation_data <- preschooler_d %>%
# these are participants that have the first block meeting the criteria
filter(subject %in% retained_blocks$subject) %>%
filter(block_number == 1) %>%
left_join(retained_blocks %>% select(-trial_number, -trial_type), by = c("subject", "block_number")) %>%
filter(trial_number < deviant_trial_number) %>%
select(subject, trial_number, trial_looking_time, age_in_months)
infant_habituation_data <- infant_d %>%
select(paper, subj, agedays, starts_with("train")) %>%
pivot_longer(cols = starts_with("train")) %>%
filter(!is.na(value)) %>%
mutate(trial_number = str_replace(name, "train", "")) %>%
rename(trial_looking_time = value) %>%
rename(subject = subj, age_in_days = agedays) %>%
select(paper, subject, trial_number, trial_looking_time, age_in_days) %>%
mutate(trial_number = as.numeric(trial_number))
# running the information
get_individual_slope <- function(data){
mixed_exp_model <- nlme(
trial_looking_time ~ a * exp(b * trial_number), # Simplified exponential decay model
data = data,
fixed = a + b ~ 1, # Fixed effects for a and b
random = b ~ 1 | subject, # Random effect for b (decay rate) by subject
start = c(a = max(data$trial_looking_time),
b = -0.05) # Starting values
)
# Extract random effects (individual decay rates)
random_effects <- ranef(mixed_exp_model)$b
# Combine fixed effect with random effect for individual slopes
fixed_decay_rate <- fixef(mixed_exp_model)["b"]
individual_decay_rates <- fixed_decay_rate + random_effects
# Create a data frame to store the slopes for each participant
slopes <- data.frame(
subject = rownames(ranef(mixed_exp_model)),
decay_rate = individual_decay_rates
)
return(slopes)
}
# Define a function for the exponential decay
decay_model <- function(trial_number, a, b) {
a * exp(b * trial_number)
}
# Create a data frame with different combinations of a and b
trial_data <- expand.grid(
trial_number = seq(0, 10, by = 0.1),
a = c(10, 20, 30), # Different initial values
b = c(-0.1, -0.2, -0.3) # Different decay rates
)
# Calculate the looking time based on the decay model
trial_data <- trial_data %>%
mutate(trial_looking_time = decay_model(trial_number, a, b))
# Plot the curves
ggplot(trial_data, aes(x = trial_number, y = trial_looking_time, color = factor(a), linetype = factor(b))) +
geom_line(size = 1) +
labs(
title = "Effect of Parameters 'a' and 'b' on Exponential Decay Curve",
x = "Trial Number",
y = "Trial Looking Time",
color = "Initial Value (a)",
linetype = "Decay Rate (b)"
) +
theme_minimal()
## Warning: Using `size` aesthetic for lines was deprecated in ggplot2 3.4.0.
## ℹ Please use `linewidth` instead.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.
adult_slope_df <- get_individual_slope(adult_habituation_data)
preschooler_slope_df <- get_individual_slope(preschooler_habituation_data)
infant_slope_df <- get_individual_slope(infant_habituation_data)
get_volatility_measures <- function(data){
# Initialize an empty list to store GARCH volatility results
garch_volatility_list <- list()
# Group by participant and calculate each volatility measure
volatility_summary <- data %>%
group_by(subject) %>%
summarize(
# 1. Standard Deviation
sd_volatility = sd(trial_looking_time, na.rm = TRUE),
# 2. Mean Absolute Deviation (MAD)
mad_volatility = mean(abs(trial_looking_time - mean(trial_looking_time, na.rm = TRUE)), na.rm = TRUE),
# 3. Coefficient of Variation (CV)
cv_volatility = sd(trial_looking_time, na.rm = TRUE) / mean(trial_looking_time, na.rm = TRUE),
# 4. Range-Based Volatility
range_volatility = max(trial_looking_time, na.rm = TRUE) - min(trial_looking_time, na.rm = TRUE),
# 5. Median Absolute Deviation (MAD - Robust Version)
mad_robust_volatility = median(abs(trial_looking_time - median(trial_looking_time, na.rm = TRUE)), na.rm = TRUE)
)
# Calculate GARCH-based volatility for each participant and add to the volatility_summary
for (subject_id in unique(data$subject)) {
# Subset data for each participant
participant_data <- filter(data, subject == subject_id)$trial_looking_time
# Specify and fit GARCH model if there are enough data points
if (length(participant_data) > 5) { # Minimum data points to fit GARCH - doesn't work
spec <- ugarchspec(variance.model = list(model = "sGARCH"), mean.model = list(armaOrder = c(1, 1)))
fit <- tryCatch(ugarchfit(spec = spec, data = participant_data), error = function(e) NULL)
if (!is.null(fit)) {
# Extract the average conditional volatility from the GARCH model
avg_garch_volatility <- mean(sigma(fit), na.rm = TRUE)
} else {
avg_garch_volatility <- NA
}
} else {
avg_garch_volatility <- NA
}
# Add the GARCH volatility to the list for each subject
garch_volatility_list[[as.character(subject_id)]] <- avg_garch_volatility
}
# Convert GARCH volatility list to data frame and merge with other volatility measures
garch_volatility_df <- data.frame(
subject = names(garch_volatility_list),
garch_volatility = unlist(garch_volatility_list)
)
# Combine the GARCH results with the other volatility measures
volatility_summary <- left_join(volatility_summary, garch_volatility_df, by = "subject")
return(volatility_summary)
}
adult_volatility_measure <- get_volatility_measures(adult_habituation_data)
preschooler_volatility_measure <- get_volatility_measures(preschooler_habituation_data)
infant_volatility_measure <- get_volatility_measures(infant_habituation_data)
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
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## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
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## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
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## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
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## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
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## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
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## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
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## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
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## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in summary.lm(fit): essentially perfect fit: summary may be unreliable
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in summary.lm(fit): essentially perfect fit: summary may be unreliable
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in summary.lm(fit): essentially perfect fit: summary may be unreliable
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->warning: solver failer to converge.
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
## Warning in arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean =
## modelinc[1], : possible convergence problem: optim gave code = 1
## Warning in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
## ugarchfit-->waring: using less than 100 data
## points for estimation
adult_measures <- adult_volatility_measure %>%
left_join(adult_slope_df, by = c("subject"))
preschooler_measures <- preschooler_volatility_measure %>%
left_join(preschooler_slope_df, by = c("subject"))
infant_measures <- infant_volatility_measure %>%
left_join(infant_slope_df, by = c("subject"))
adult_full_model <- lmerTest::lmer(log(trial_looking_time) ~ I(exp(1)**(-trial_number)) * trial_type * block_type + (1 | subject), data = adult_d)
adult_d$resid <- resid(adult_full_model)
# resid at dishabituation magnitude
adult_resid_d <- adult_d %>%
filter(block_number == 1) %>%
filter(trial_number == deviant_position) %>%
filter(deviant_position != 2) %>%
select(subject, resid)
get the mapping between prolific ID and subject ID to extract the age information
raw_adult <- read_csv(here("data/raw/adult_raw_with_prolific.csv"))
## Rows: 61497 Columns: 28
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr (18): rt, responses, trial_type, internal_node_id, subject, view_history...
## dbl (8): trial_index, time_elapsed, minimum_viewing_duration, trial_looking...
## lgl (2): success, trial_stimulus
##
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.
prolific_d <- read_csv(here("data/raw/adult_prolific.csv"))
## Rows: 497 Columns: 19
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr (13): session_id, participant_id, status, started_datetime, completed_d...
## dbl (5): time_taken, age, num_approvals, num_rejections, prolific_score
## time (1): reviewed_at_datetime
##
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.
subject_prolific_link <- raw_adult %>%
filter(grepl("p_id", responses)) %>%
mutate(prolific_id = str_extract(responses, '(?<="p_id":")[^"]+')) %>%
select(subject, prolific_id)
link_df <- prolific_d %>%
rename(prolific_id = participant_id) %>%
select(prolific_id, age) %>%
left_join(subject_prolific_link, by = c("prolific_id"))
adult_resid_d <- adult_resid_d %>%
left_join(link_df %>% select(-prolific_id), by = c("subject"))
adult_measures_with_resid <- adult_resid_d %>%
left_join(adult_measures, by = c("subject"))
preschooler_full_model <- lmerTest::lmer(log(trial_looking_time) ~ I(exp(1)**(-trial_number)) * trial_type + (1 | subject), data = preschooler_d)
preschooler_d$resid <- resid(preschooler_full_model)
# resid at dishabituation magnitude
preschooler_resid_d <- preschooler_d %>%
filter(subject %in% retained_blocks$subject) %>%
filter(block_number == 1) %>%
left_join(retained_blocks %>% select(-trial_number, -trial_type), by = c("subject", "block_number")) %>%
filter(trial_number == deviant_trial_number) %>%
select(subject, trial_number, resid, age_in_months)
preschooler_measures_with_resid <- preschooler_resid_d %>%
left_join(preschooler_measures, by = c("subject"))
# try to construct the dataset to mimic the other ones, using only first of the unexpected as the "dishabituating trials"
# figure out the trial number for the extra trial
last_trial_number <- infant_d %>%
select(paper, subj, agedays, starts_with("train"), "expected1") %>%
rename(trainEXTRA = expected1) %>%
pivot_longer(cols = starts_with("train")) %>%
filter(!is.na(value)) %>%
mutate(trial_number = as.numeric(str_replace(name, "train", ""))) %>%
group_by(paper, subj) %>%
summarise(max_trial = max(trial_number, na.rm = TRUE)) %>%
mutate(last_trial = max_trial + 1) %>%
select(paper, subj, last_trial) %>%
ungroup() %>%
filter(!last_trial == -Inf)
## Warning: There was 1 warning in `mutate()`.
## ℹ In argument: `trial_number = as.numeric(str_replace(name, "train", ""))`.
## Caused by warning:
## ! NAs introduced by coercion
## Warning: There were 6 warnings in `summarise()`.
## The first warning was:
## ℹ In argument: `max_trial = max(trial_number, na.rm = TRUE)`.
## ℹ In group 53: `paper = "brandone_2009"` and `subj = "2"`.
## Caused by warning in `max()`:
## ! no non-missing arguments to max; returning -Inf
## ℹ Run `dplyr::last_dplyr_warnings()` to see the 5 remaining warnings.
## `summarise()` has grouped output by 'paper'. You can override using the
## `.groups` argument.
#preschooler_full_model <- lmerTest::lmer(log(trial_looking_time) ~ I(exp(1)**(-trial_number)) * trial_type + (1 | subject), data = preschooler_d)
infant_model_d <- infant_d %>%
select(paper, subj, agedays, starts_with("train"), "expected1") %>%
rename(trainEXTRA = expected1) %>%
pivot_longer(cols = starts_with("train")) %>%
filter(!is.na(value)) %>%
mutate(trial_number = as.numeric(str_replace(name, "train", ""))) %>%
left_join(last_trial_number, by = c("paper", "subj")) %>%
mutate(trial_type = case_when(
is.na(trial_number) ~ "deviant",
TRUE ~ "background"
)) %>%
mutate(trial_number = case_when(
is.na(trial_number) ~ last_trial,
TRUE ~ trial_number
)) %>%
filter(!is.na(trial_number)) %>%
select(paper, subj, trial_number, trial_type, value, agedays) %>%
rename(trial_looking_time = value,
subject = subj)
## Warning: There was 1 warning in `mutate()`.
## ℹ In argument: `trial_number = as.numeric(str_replace(name, "train", ""))`.
## Caused by warning:
## ! NAs introduced by coercion
infant_full_model <- lmerTest::lmer(log(trial_looking_time) ~ I(exp(1)**(-trial_number)) * trial_type + (1 | paper/subject), data = infant_model_d)
## Warning: Some predictor variables are on very different scales: consider
## rescaling
## Warning: Some predictor variables are on very different scales: consider
## rescaling
infant_model_d$resid <- resid(infant_full_model)
infant_measure_with_resid <- infant_model_d %>%
select(paper, subject, trial_number, trial_type, resid, agedays) %>%
filter(trial_type == "deviant") %>%
left_join(infant_measures, by = c("subject"))
full_d <- bind_rows(adult_measures_with_resid %>% mutate(group = "adults"),
preschooler_measures_with_resid %>% mutate(group = "preschoolers"),
infant_measure_with_resid %>% mutate(group = "infants"))
full_d$group = factor(full_d$group, levels=c('infants','preschoolers','adults'))
full_d %>%
ggplot(aes(x = decay_rate, y = resid)) +
geom_point(alpha = .2) +
facet_wrap(~group) +
geom_smooth(method = "lm")
## `geom_smooth()` using formula = 'y ~ x'
full_d %>%
pivot_longer(cols = ends_with("volatility"), names_to = "volatility_type", values_to = "volatility_measure") %>%
ggplot(aes(x = volatility_measure, y = resid)) +
geom_point(alpha = .2) +
facet_wrap(volatility_type~group, scales = "free") +
geom_smooth(method = "lm")
## `geom_smooth()` using formula = 'y ~ x'
## Warning: Removed 710 rows containing non-finite outside the scale range
## (`stat_smooth()`).
## Warning: Removed 710 rows containing missing values or values outside the scale range
## (`geom_point()`).
lm(resid ~ decay_rate , data = adult_measures_with_resid) %>% summary()
##
## Call:
## lm(formula = resid ~ decay_rate, data = adult_measures_with_resid)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.80535 -0.32725 -0.00828 0.34016 1.44597
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.69956 0.06569 10.65 < 2e-16 ***
## decay_rate 1.36908 0.34060 4.02 8.49e-05 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.5523 on 184 degrees of freedom
## Multiple R-squared: 0.08073, Adjusted R-squared: 0.07573
## F-statistic: 16.16 on 1 and 184 DF, p-value: 8.492e-05
lm(resid ~ decay_rate + age, data = adult_measures_with_resid) %>% summary()
##
## Call:
## lm(formula = resid ~ decay_rate + age, data = adult_measures_with_resid)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.72556 -0.32998 -0.01182 0.31494 1.42461
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.933742 0.136056 6.863 1.02e-10 ***
## decay_rate 1.277302 0.343525 3.718 0.000267 ***
## age -0.008610 0.004393 -1.960 0.051542 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.549 on 182 degrees of freedom
## (1 observation deleted due to missingness)
## Multiple R-squared: 0.1011, Adjusted R-squared: 0.0912
## F-statistic: 10.23 on 2 and 182 DF, p-value: 6.149e-05
lm(resid ~ decay_rate + age + sd_volatility, data = adult_measures_with_resid) %>% summary()
##
## Call:
## lm(formula = resid ~ decay_rate + age + sd_volatility, data = adult_measures_with_resid)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.64177 -0.32583 -0.02335 0.30399 1.39343
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 8.401e-01 1.567e-01 5.360 2.53e-07 ***
## decay_rate 1.051e+00 4.030e-01 2.608 0.00986 **
## age -7.423e-03 4.304e-03 -1.725 0.08625 .
## sd_volatility 1.488e-05 1.836e-05 0.811 0.41867
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.5356 on 180 degrees of freedom
## (2 observations deleted due to missingness)
## Multiple R-squared: 0.09879, Adjusted R-squared: 0.08377
## F-statistic: 6.577 on 3 and 180 DF, p-value: 0.0003043
lm(resid ~ decay_rate , data = preschooler_measures_with_resid) %>% summary()
##
## Call:
## lm(formula = resid ~ decay_rate, data = preschooler_measures_with_resid)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.80369 -0.29943 -0.07338 0.39856 1.57392
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.7620 0.1010 7.542 8.55e-12 ***
## decay_rate 1.6415 0.3623 4.531 1.36e-05 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.5937 on 124 degrees of freedom
## Multiple R-squared: 0.142, Adjusted R-squared: 0.1351
## F-statistic: 20.53 on 1 and 124 DF, p-value: 1.362e-05
lm(resid ~ decay_rate + age_in_months, data = preschooler_measures_with_resid) %>% summary()
##
## Call:
## lm(formula = resid ~ decay_rate + age_in_months, data = preschooler_measures_with_resid)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.3822 -0.3981 -0.1422 0.4216 1.7742
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1.102834 1.084874 1.017 0.3175
## decay_rate 3.532406 1.517161 2.328 0.0268 *
## age_in_months 0.005215 0.015182 0.343 0.7336
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.6844 on 30 degrees of freedom
## (93 observations deleted due to missingness)
## Multiple R-squared: 0.1805, Adjusted R-squared: 0.1258
## F-statistic: 3.303 on 2 and 30 DF, p-value: 0.05052
lm(resid ~ decay_rate + age_in_months + sd_volatility, data = preschooler_measures_with_resid) %>% summary()
##
## Call:
## lm(formula = resid ~ decay_rate + age_in_months + sd_volatility,
## data = preschooler_measures_with_resid)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.3906 -0.3821 -0.1247 0.3962 1.7778
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 9.571e-01 1.219e+00 0.785 0.4386
## decay_rate 3.287e+00 1.773e+00 1.854 0.0739 .
## age_in_months 5.446e-03 1.544e-02 0.353 0.7269
## sd_volatility 2.247e-05 8.024e-05 0.280 0.7814
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.6952 on 29 degrees of freedom
## (93 observations deleted due to missingness)
## Multiple R-squared: 0.1827, Adjusted R-squared: 0.09813
## F-statistic: 2.161 on 3 and 29 DF, p-value: 0.1142
vif(lm(resid ~ decay_rate + age_in_months + sd_volatility, data = preschooler_measures_with_resid))
## decay_rate age_in_months sd_volatility
## 1.453331 1.101150 1.338485
lm(resid ~ decay_rate , data = infant_measure_with_resid) %>% summary()
##
## Call:
## lm(formula = resid ~ decay_rate, data = infant_measure_with_resid)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.15763 -0.48182 0.00458 0.50549 2.43451
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.15286 0.03506 -4.360 1.37e-05 ***
## decay_rate -0.93477 0.19167 -4.877 1.16e-06 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.7096 on 2037 degrees of freedom
## Multiple R-squared: 0.01154, Adjusted R-squared: 0.01106
## F-statistic: 23.78 on 1 and 2037 DF, p-value: 1.161e-06
lm(resid ~ decay_rate + agedays, data = infant_measure_with_resid) %>% summary()
##
## Call:
## lm(formula = resid ~ decay_rate + agedays, data = infant_measure_with_resid)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.2719 -0.4973 0.0040 0.5322 2.4661
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.0171497 0.0485934 0.353 0.724
## decay_rate -1.1233988 0.1937490 -5.798 7.78e-09 ***
## agedays -0.0008873 0.0001677 -5.289 1.36e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.7048 on 1977 degrees of freedom
## (59 observations deleted due to missingness)
## Multiple R-squared: 0.02676, Adjusted R-squared: 0.02577
## F-statistic: 27.17 on 2 and 1977 DF, p-value: 2.278e-12
lm(resid ~ decay_rate + agedays + sd_volatility, data = infant_measure_with_resid) %>% summary()
##
## Call:
## lm(formula = resid ~ decay_rate + agedays + sd_volatility, data = infant_measure_with_resid)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.2708 -0.4974 0.0085 0.5319 2.4653
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.0065465 0.1007042 -0.065 0.948
## decay_rate -1.1953226 0.2708976 -4.412 1.08e-05 ***
## agedays -0.0008834 0.0001724 -5.124 3.28e-07 ***
## sd_volatility 0.0008469 0.0036225 0.234 0.815
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.7067 on 1944 degrees of freedom
## (91 observations deleted due to missingness)
## Multiple R-squared: 0.02762, Adjusted R-squared: 0.02612
## F-statistic: 18.4 on 3 and 1944 DF, p-value: 8.961e-12
bind_rows(
lm(resid ~ decay_rate , data = adult_measures_with_resid) %>% broom::tidy(conf.int = TRUE, conf.level = 0.95) %>% mutate(group = "adults"),
lm(resid ~ decay_rate , data = preschooler_measures_with_resid) %>% broom::tidy(conf.int = TRUE, conf.level = 0.95) %>% mutate(group = "preschoolers"),
lm(resid ~ decay_rate , data = infant_measure_with_resid) %>% broom::tidy(conf.int = TRUE, conf.level = 0.95) %>% mutate(group = "infants")
) %>%
filter(term == "decay_rate") %>%
ggplot(aes(x = factor(group, levels = c("infants", "preschoolers", "adults")), y = estimate, ymin = conf.low, ymax = conf.high)) +
geom_pointrange() +
geom_hline(yintercept = 0, color = "gray", linetype = "dashed") +
coord_flip() +
theme_few() +
xlab("")
bind_rows(
lm(resid ~ decay_rate + age, data = adult_measures_with_resid) %>% broom::tidy(conf.int = TRUE, conf.level = 0.95) %>% mutate(group = "adults"),
lm(resid ~ decay_rate + age_in_months, data = preschooler_measures_with_resid) %>% broom::tidy(conf.int = TRUE, conf.level = 0.95) %>% mutate(group = "preschoolers"),
lm(resid ~ decay_rate + agedays, data = infant_measure_with_resid) %>% broom::tidy(conf.int = TRUE, conf.level = 0.95) %>% mutate(group = "infants")
) %>%
filter(term != "(Intercept)") %>%
mutate(clean_term = case_when(
term == "age_in_months" ~ "age",
term == "agedays" ~ "age",
TRUE ~ term
)) %>%
ggplot(aes(x = factor(group, levels = c("infants", "preschoolers", "adults")), y = estimate, ymin = conf.low, ymax = conf.high)) +
geom_pointrange() +
geom_hline(yintercept = 0, color = "gray", linetype = "dashed") +
coord_flip() +
theme_few() +
xlab("") +
facet_wrap(~clean_term)
bind_rows(
lm(resid ~ decay_rate + age + sd_volatility, data = adult_measures_with_resid) %>% broom::tidy(conf.int = TRUE, conf.level = 0.95) %>% mutate(group = "adults"),
lm(resid ~ decay_rate + age_in_months + sd_volatility, data = preschooler_measures_with_resid) %>% broom::tidy(conf.int = TRUE, conf.level = 0.95) %>% mutate(group = "preschoolers"),
lm(resid ~ decay_rate + agedays + sd_volatility, data = infant_measure_with_resid) %>% broom::tidy(conf.int = TRUE, conf.level = 0.95) %>% mutate(group = "infants")
) %>%
filter(term != "(Intercept)") %>%
mutate(clean_term = case_when(
term == "age_in_months" ~ "age",
term == "agedays" ~ "age",
TRUE ~ term
)) %>%
ggplot(aes(x = factor(group, levels = c("infants", "preschoolers", "adults")), y = estimate, ymin = conf.low, ymax = conf.high)) +
geom_pointrange() +
geom_hline(yintercept = 0, color = "gray", linetype = "dashed") +
coord_flip() +
theme_few() +
xlab("") +
facet_wrap(~clean_term)