How to put external regressors in dcc model in R

Machine Learning and Modeling
1

Hello

I am trying to have put external regressors in DCC model in R studio. I understand that this has been asked before in the following thread (how to put external regressors in DCC model in R studio - #10 by khurramshehzad). However, even though the problem is solved, I cannot get the code to work. I get the errors when I try to fun the fit:

nfitmv = dccfit(nspecmv, data = rx, fit.control = list(eval.se = TRUE), fit = nmultft, cluster = ncl1)

The errors are:

Error in array(x, c(length(x), 1L), if (!is.null(names(x))) list(names(x),  : 
  'data' must be of a vector type, was 'NULL'
In addition: Warning messages:
1: In if (is.na(mexdata[[i]][1])) NULL else mexdata[[i]] :
  the condition has length > 1 and only the first element will be used
2: In if (is.na(mexdata[[i]][1])) NULL else mexdata[[i]] :
  the condition has length > 1 and only the first element will be used
3: In if (is.na(mexdata[[i]][1])) NULL else mexdata[[i]] :
  the condition has length > 1 and only the first element will be used
4: In if (is.na(mexdata[[i]][1])) NULL else mexdata[[i]] :
  the condition has length > 1 and only the first element will be used

Can someone please help me solve this?

Thanks so much!
Sam

2

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