Dear all, I am trying to backtest my VaR model in R using the rugarch package. Hence, I am trying to plot the VaR exceedances using following code from the rugarch package:
VaRplot(alpha=0.025,actual = returns,VaR = VaR,ylab = "daily log returns",xlab = "date") Unfortunately, I get this error message and do not know the reason for this Error in plot.window(...) : invalid 'ylim' value In addition: Warning message: In as.double.xts(actual) : NAs introduced by coercion If I take the ylim error message into account I get the error: Error in VaRplot(alpha = 0.025, actual = returns, VaR = VaR, ylab = "daily log returns", : unused argument (ylim = rangereturns) Does anyone have an idea? Many thanks in advance. -----Original Message----- From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Giorgio Garziano Sent: 25 December 2015 19:38 To: r-help@r-project.org Subject: Re: [R] creating a xts object Some hints at the following link where the "order.by requires an appropriate time-based object" error is commented. http://stackoverflow.com/questions/23224142/converting-data-frame-to-xts-order-by-requires-an-appropriate-time-based-object -- GG [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.