If eps is a data.frame, there will be an error in line 233 of BEKK function
Error in buff.par.transposed[[tmp.count + 1]] %*% as.matrix(eps[count - :
non-conformable arguments
Because one row of a data.frame is stiil a data.frame, and it can not be converted to a matrix with one column.
So, convet eps to a matrix at first in BEKK function can solve this hug.
If
epsis a data.frame, there will be an error in line 233 of BEKK functionBecause one row of a data.frame is stiil a data.frame, and it can not be converted to a matrix with one column.
So, convet
epsto a matrix at first in BEKK function can solve this hug.