Hi,

I followed the code given in the link

http://www.forecastingfinancialrisk.com/3.html

EWMA<-matrix(nrow=T,ncol=5)

S<-cov(returns)

dim(S)
[1] 5 5

"EWMA[1,] = c(S)[c(1,4,2)]  # extract the variances and covariance"

*here we will get a vector but we are equating with a matrix. hence
the following error.*

> EWMA[1,]<-c(S)[c(1,4,2)]
Error in EWMA[1, ] <- c(S)[c(1, 4, 2)] :
  number of items to replace is not a multiple of replacement length

*but how to rectify this error and use the code to calculate
correlations etc....*

Please help me.

*
*

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