<html><head></head><body><div style="font-family:times new roman, new york, times, serif;font-size:16px;"><div><div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;">Apologies that data file was not attached in the previous mail</div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;"><br></div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;">Dear Joshua Sir</div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;">Here is my data and my code:</div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;"><br></div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;">R Version 3.4.2</div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;"><br></div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;">1. Data:</div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;">File:data.csv</div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;">Monthly returns of 210 assets from April 2006 till March 2015</div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;"><br></div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;">2. Code:</div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;"><div>#Reading file</div><div>dat1<-read.csv("data.csv",header=TRUE,stringsAsFactors=FALSE)</div><div>#Load zoo</div><div>library(zoo)</div><div>#Creating a zoo object</div><div>dat1.z<-read.zoo(dat1, header = TRUE, FUN =function(x) as.yearmon(format(x, nsmall = 2),"%b-%y"))</div><div>#Subseting data</div><div>testdata<-window(dat1.z,start=as.yearmon("Apr 2006"),end=as.yearmon("Mar 2010"))</div><div>#Computing VaR</div><div>library(PerformanceAnalytics)</div><div>library(PortfolioAnalytics)</div><div>VaR(as.matrix(testdata)/100,p=0.95,method="modified")</div><div><br></div><div>Problem:</div><div>The last command gives the following output:</div><div><br></div><div>Error in dimnames(cd) <- list(as.character(index(x)), colnames(x)) : </div><div> 'dimnames' applied to non-array</div><div><br></div>Kindly advise how to resolve it. </div><div style="font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;"><br></div><br></div><div><br></div><div class="ydp3f83f4b7signature"><div><div class="ydp3f83f4b7MsoNormal"><div class="ydp3f83f4b7MsoNormal"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;"><span style="font-family:'bookman old style', 'new york', times, serif;font-size:medium;">Regards,</span></div><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;"><span style="font-size:medium;font-family:'bookman old style', 'new york', times, serif;"><span style="line-height:1.22;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><span style="line-height:1.22;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><span style="line-height:1.22;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;">Pankaj K Agarwal</div></div></div></div></span></div></div></div></div></span></div></div></div></div></span><br></span></div><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;"><span style="line-height:1.22;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><span style="line-height:1.22;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><span style="line-height:1.22;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><span style="font-size:medium;font-family:'bookman old style', 'new york', times, serif;">+91-98397-11444</span></div></div></div></div></span></div></div></div></div></span></div></div></div></div></span></div></div></div></div></div><div><div class="ydp3f83f4b7MsoNormal"><div class="ydp3f83f4b7MsoNormal"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;"><span style="line-height:1.22;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><div class="ydp3f83f4b7MsoNormal" style="margin-bottom:0.0001pt;display:inline;"><span style="font-size:medium;font-family:'bookman old style', 'new york', times, serif;"><a href="http://in.linkedin.com/in/pankajkagarwal/" rel="nofollow" target="_blank">http://in.linkedin.com/in/pankajkagarwal/</a></span></div></div></div></div></span></div></div></div></div></div></div></div></div></body></html>