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
Assistance with rvine code
1 message · Hamdan Bukenya Ntare