I am estimating Value at Risk using PerfomanceAnalytics package. The variables are stored in a data frame. I formated the data variables using zoo() and as.xtx() but it is not working. The working example is below. ########################################################## reguire(zoo) require(PerformanceAnalytics) reguire(xts) year<- c(1991-12-30, 1992-12-30, 1993-12-30, 1994-12-30) R1 <- c(12, 9, 8, 13) R2 <- c(5,2,9, 13) d <- data.frame(cbind(year, R1,R2)) d<- zoo(d,year) VaR(d) #Error in checkData(R, method = "xts", ...) #When I use d <- as.xts(d,order.by =year, frequency = 1) #Error in xts(coredata(x), order.by = order.by, frequency = frequency, : # order.by requires an appropriate time-based object
Peter Maclean Department of Economics UDSM ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
