Hi Ole and Alexios, Am sorry to be sending another email about the same issue. I thought attaching the data i am using could be helpful.
I kindly request for your assistance with rvine code under the following heading: [R-SIG-Finance] rugarch + VineCopula <https://stat.ethz.ch/pipermail/r-sig-finance/2014q3/012704.html>for value at risk <https://stat.ethz.ch/pipermail/r-sig-finance/2014q3/012704.html> When i use the code in R i get error messages. My data file and code file can be found in the dropbox addresses below. https://www.dropbox.com/scl/fi/x8lomluw3j0jeogb40qu6/rvine-code.docx?dl=0&rlkey=4fjnarpb15ct8m71w1i31qjfc https://www.dropbox.com/scl/fi/f0ne4mxkc2n4iwiozvnqc/returns.xlsx?dl=0&rlkey=zs4p8pzc4zwzabc776a403a3a It has 5 indices and when i replace 20 with 5 in the code, i still get error messages. . Help me and adjust the code so that i can adapt it to my dataset. Kind regards HB Ntare [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.