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forecastingfinancialrisk
2013 Jul 26
1
number of items to replace is not a multiple of replacement length
Hi All,
I have 5 stock values and i am calculating EWMA
followed the logic as given ind following link.[
http://www.orecastingfinancialrisk.com/3.html<http://www.forecastingfinancialrisk.com/3.html>
]
library('tseries')
returns[,1]<-returns[,1]-mean(returns[,1])
returns[,2]<-returns[,2]-mean(returns[,2])
returns[,3]<-returns[,3]-mean(returns[,3])
returns[,4]<-returns[,4]-mean(returns[,4])
returns[,5]<-retu...