R help - Dec 2015 - rugarch package: VaR exceedances plot

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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______________________________________________
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.

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
>
>	[[alternative HTML version deleted]]
>
>______________________________________________
>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.
>
>______________________________________________
>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.
	[[alternative HTML version deleted]]