[R] Question regarding the package rugarch

[Grünenfelder Corina]

Dear all,
 
I have a question regarding the package rugarch. I would like to fit a garch model with exogenous variables using rugarch. My code is as follows, where data.reg is a time series object where the first column corresponds to the response variable and the remainder columns are the exogenous variables.  
 
spec <- ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1, 1),
                                         submodel = NULL, external.regressors = NULL, variance.targeting = FALSE),
                   mean.model = list(armaOrder = c(1, 1), external.regressors = data.reg[,-1]))
                                     #, distribution.model = "norm", start.pars = list(), fixed.pars = list()))
 
garch <- ugarchfit(spec=spec,data=data.reg[,1],solver.control=list(trace=0))
 
When running the second command, the following error appears:
 
Error in pars[idx["mxreg", 1]:idx["mxreg", 2], 1] = fit.mean[i] :
  replacement has length zero
 
How can I solve this problem?
 
Thanks for your help
Corina