search for: dcc_corr

...0.1,0.1,0.1)) B1 <- diag(c(0.1, 0.1, 0.1)) dcc.para <- c(0.01,0.98) # Estimating a DCC-GARCH(1,1) model dcc.results <- dcc.estimation(inia=a, iniA=A, iniB=B, ini.dcc=dcc.para, dvar=vardata, model="diagonal") # Parameter estimates and their robust standard errors dcc.results$out DCC_corr<-dcc.results$DCC[,2] plot(DCC_corr) this gives me the output results and a plot. the questions i have are 1. how do i get a plot with lines instead of dots 2. in my file i have two types of dummy variables - the first are quantiles where it is 1 if stock returns are in the lowest 5% quantil...