My suggestion is to inspect the VaRplot source code and, also with the help of
debug() if necessary,
you may verify how ylim results with your data.
> VaRplot
function (alpha, actual, VaR, title = paste("Daily Returns and Value-at-Risk
\nExceedances\n",
"(alpha=", alpha, ")", sep = ""), ylab
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 maintain
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
3 matches
Mail list logo
