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List:       r-sig-finance
Subject:    [R-SIG-Finance] Assistance with rvine code
From:       Hamdan Bukenya Ntare <hamntare2020 () gmail ! com>
Date:       2021-05-17 19:18:46
Message-ID: CAMshmiW=LEFrbSyNyd=xH-J5dLRWTwVy9iTK4w-cLHd7FtmE0A () mail ! gmail ! com
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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

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