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formulating
2011 Jul 17
1
FOMULATING TIME SERIES DATA FROM DATA FRAME
I am estimating Value at Risk using PerfomanceAnalytics package. The?variables are stored in a data frame. I formated the data variables using zoo() and as.xtx() but it is not working. The working example is below.
##########################################################?
reguire(zoo)
require(PerformanceAnalytics)
reguire(xts)
?
year<- c(1991-12-30, 1992-12-30, 1993-12-30, 1994-12-30)
R1