[R] Backtesting VaR using rugarch package

[T.Riedle]

Dear R users,
I am trying to backtest VaR using the rugarch package. My code looks as follows

VaRTest(alpha=0.025,Backtesting_BuVaR$Log.return,Backtesting_BuVaR$VaR,conf.level = 0.975)

R returns following output. I don't understand why I get NAs except for the critical values.
Does anyone have an idea what I am doing wrong and why R returns only NAs? The corresponding data are in the csv file.

Many thanks for your support.

$expected.exceed
[1] 117

$actual.exceed
[1] NA

$uc.H0
[1] "Correct Exceedances"

$uc.LRstat
[1] NA

$uc.critical
[1] 5.023886

$uc.LRp
[1] NA

$uc.Decision
[1] NA

$cc.H0
[1] "Correct Exceedances & Independent"

$cc.LRstat
[1] NA

$cc.critical
[1] 7.377759

$cc.LRp
[1] NA

$cc.Decision
[1] NA

Warning message:
In Ops.factor(actual, VaR) : '<' not meaningful for factors