When attempting to use the GARCH-MIDAS model, I encountered an error message stating 'unused argument (k = 2)

Load the readxl package


Load rmgarch


Read data from an Excel file

data1 <- read_excel("C:/Users/illuion_wqy/Desktop/bit.xlsx")

fit_mfgarch(data=data1, y="return", x="EPU", low.freq="year_month",k=2)

#Error in fit_mfgarch(data = data1, y = "return", x = "EPU", low.freq = "year_month", :
unused argument (k = 2)

I have never used that function, but looking at the documentation, there is no parameter named k but there is one named K. Try using an upper case K.

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