Hello all, I am currently writing a thesis in Value at Risk prediction and have to model a data set of four stocks. I want to simulate 10000 times from the used D-vine and predict 300 new datapoints, but am not quiet sure how to do this correctly. The produced matrix should have dimension N x number of observation, but the output from a 4-dimensional D-vine simulation with CDVineSim from the CDVine package is simply a N x 4 matrix.
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