Cordist/nisurface plots::rmgarch

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view

Cordist/nisurface plots::rmgarch

Amit Mittal

  1.  All attempts to use cordist failed

I tried changing xts object size to be an exact multiple of the rolling correlation window but I do not seem to correct the error

cordist($R, distance = "eigen", n=100, plot = TRUE, title = "DCC fit rolling Correlations plot", dates = NULL)

Error in seq.default(1, T, by = n) : 'to' must be of length 1

I tried originally with n=22 and truncated my xts to 4400 rows but still got the error . I replaced with 4399 rows thinking that might be the problem, which did not solve it

  1.  Nisurface  seems to be giving the same graph plot for any selected pair in contour option, while in surface I get the contours updated with correct values , there is no difference between different asset pairs (I have 13 assets and I got detailed and wonderfull DCC plots 4 at a time for all 13 over 400 graphs, Thanks a lot, amazingly texturized , Congratulations on a great product
  2.  I do not seem to get any graphica output for copula garch models dynamic (time.varying = TRUE) or static . Is there an option to be suggested
Best Regards

Amit Mittal
Ph.D. in Finance and Accounting (tbd)
Indian Institute of Management, Lucknow
Mob: +91 7899381263

        [[alternative HTML version deleted]]

[hidden email] mailing list
-- 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.