[R-SIG-Finance] rmgarch::Alexios Ghalanos

[Amit Mittal]

Does anyone have the workaround for or a working copy of rmgarch with the
plot function working after updating the R packages to 3.5.1?



I am using pairwise cmd as suggested workaround to get some output



plot(rmdcc.fit, which=1, series=c(2,6))

Error in mtext(paste("rmgarch  : DCC model fit"), side = 4, adj = 0,
padj = 0,  :

  plot.new has not been called yet



My final goal is to get multiple plots on the same graph so I can point to
common regimes before and after the crises



My data set uses n indices from 37 indices (n>10) I have been unable to use
score models in multivariate specification because I do not have the
required package name



The rmgarch functions respond fast on both dccfit and cgarchfit but the
plot fn it seems to longer works , as seen on various R forums



I get a plot.new() not called error which seems to be however a syntax
problem



I am using

`plot(dccfitobj.2019)` as suggested by zivot (EE502 presentation on uwash)



And am also ready to try if plot or ggplot2 can work with the @mfit/@model
names/coefs/R/Q



plot(rmdcc.fit.t)



Make a plot selection (or 0 to exit):



1:   Conditional Mean (vs Realized Returns)

2:   Conditional Sigma (vs Realized Absolute Returns)

3:   Conditional Covariance

4:   Conditional Correlation

5:   EW Portfolio Plot with conditional density VaR limits



Selection: 3

Error in mtext(paste("rmgarch  : DCC model fit"), side = 4, adj = 0,
padj = 0,  :

  plot.new has not been called yet

> ################################################################################



______________________________
Amit Mittal
Ph.D. in Finance and Accounting (tbd)
Indian Institute of Management, Lucknow
http://ssrn.com/author=2665511
Mob: +91 7899381263

______________________________

	[[alternative HTML version deleted]]