Hello,
When I try to run this line of code:
vix_3 <- fit_mfgarch(data = df,y = "return", x = "vix_sqrt_252",
low.freq = "date", K = 3, var.ratio.freq = "year_month", multi.start = TRUE)
It always throws the message:
Error in class(par.max.lik.nm) != "try-error" && par.max.lik.nm$maximum > : 'length = 2' in coercion to 'logical(1)'
Only after I get rid of the argument <multi.start = TRUE> then my code run normally.
Does it only happen to me or to everyone? How to fix this bug?
Thank you