title: How to use mgarchbekk package in R?
body: <p>I am trying to estimate BEKK Garch model by using mgarchBEKK pachage, which is available <a href="https://rdrr.io/cran/mgarchBEKK/man/BEKK.html#heading-6" rel="nofollow noreferrer"><strong>here</strong></a>.</p>
  
  <pre><code>library(quantmod)
  library(rugarch)
  library(mgarchBEKK)
  
  eps&lt;- read.csv("C.csv", header=TRUE)
  
    &gt; head(eps)
  
         v1        v2
  1 -0.001936598  0.001968415
  2 -0.000441797 -0.002724438
  3  0.003752762 -0.010221719
  4 -0.004511632 -0.014637860
  5 -0.001426905  0.010597786
  6  0.007435739 -0.005880712
  &gt; tail(eps)
             v1           v2
  1954 -0.043228944  0.0000530712
  1955  0.082546871 -0.0028188110
  1956  0.025058992  0.0058264010
  1957  0.001751445 -0.0298050150
  1958 -0.007973320 -0.0037243560
  1959 -0.005207348  0.0012664230
  
  ## Simulate a BEKK process:
  simulated &lt;- simulateBEKK(2,1959, c(1,1), params = NULL)
  
  
  ## Prepare the input for the estimation process:
  simulated1 &lt;- do.call(cbind, simulated$eps)
  
  ## Estimate with default arguments:
  estimated &lt;- BEKK(simulated1)
  
    H IS SINGULAR!...
  H IS SINGULAR!...
  Warning message:
  In BEKK(simulated1) : negative inverted hessian matrix element
  
  
  ## Show diagnostics:
  diagnoseBEKK(estimated)
  
  ## Likewise, you can estimate an mGJR process:
  estimated2 &lt;- mGJR(simulated[,1], simulated[,2])
  </code></pre>
  
  <p>I don't know, what is the problem in my code, because in results it is showing 3968 number of series, instead of 2 series.</p>