[R] rugarch package: VaR exceedances plot

[Jeff Newmiller]

Some ideas:

You made a mistake.  Couldn't help you with that even if I was at my computer for lack of a reproducible example. 

The package author made a mistake,  or some package they depended on has changed how it works.  In either case,  you would need to correspond with the package maintainer using the email address that is returned by the maintainer() function. 
-- 
Sent from my phone. Please excuse my brevity.

On December 26, 2015 10:29:28 AM PST, "T.Riedle" <tr206 at kent.ac.uk> wrote:
>Dear all,
>
>I am trying to backtest my VaR model in R using the rugarch package.
>Hence, I am trying to plot the VaR exceedances using following code
>from the rugarch package:
>
>VaRplot(alpha=0.025,actual = returns,VaR = VaR,ylab = "daily log
>returns",xlab = "date")
>
>Unfortunately, I get this error message and do not know the reason for
>this
>
>Error in plot.window(...) : invalid 'ylim' value
>In addition: Warning message:
>In as.double.xts(actual) : NAs introduced by coercion
>
>If I take the ylim error message into account I get the error:
>
>Error in VaRplot(alpha = 0.025, actual = returns, VaR = VaR, ylab =
>"daily log returns",  : 
>  unused argument (ylim = rangereturns)
>
>Does anyone have an idea? Many thanks in advance.
>
>-----Original Message-----
>From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Giorgio
>Garziano
>Sent: 25 December 2015 19:38
>To: r-help at r-project.org
>Subject: Re: [R] creating a xts object
>
>Some hints at the following link where the "order.by requires an
>appropriate time-based object" error is commented.
>
>http://stackoverflow.com/questions/23224142/converting-data-frame-to-xts-order-by-requires-an-appropriate-time-based-object
>
>
>--
>GG
>
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>
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>and provide commented, minimal, self-contained, reproducible code.
>
>______________________________________________
>R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

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