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Dear Dr Onno Kleen,
When I run this code for two covariates, there are NA values at the start of the g, tau, and residual series. How can we deal with that? Thank you, fit_mf <- fit_mfgarch(
data = dat,
y = "ret",
x = "EPU_d", # use ΔEPU
K = K1,
low.freq = "low_date",
gamma = TRUE,
weighting = "beta.restricted",
x.two = "CPU_d", # use ΔCPU
K.two = K2,
low.freq.two = "low_date",
weighting.two = "beta.restricted",
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