search for: y_ibm

Hi everyone!! I am new in R and I want to create a simple R function for estimating historical-VaR. In y_IBM returns, there are 2300 observations. For evaluation I take the next 2000 observations, then I abandon the latest 300 observations. Firstly, I use the window which has the fix length and contains the observations from 1 to 2000 to estimate the VaR. At first I take 2000 obs. and reorder these serie...