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Assistance with rvine code

1 message · Hamdan Bukenya Ntare

#
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 sent to your inbox has 5 indices and when i replace 20 with 5
in the code, i still get error messages. I have attached both [the data and
code]. Help me and adjust the code so that i can adapt it to my dataset.




Kind regards

HB Ntare