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i had done a dcc garch fitting which give me a dcc.fit.ret.fin object

now plotting is done by

plot(dcc.fit.ret.fin)

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

gives this plot

conditional return

my dcc model is a multivariate model series and this plot only deal with series 1 and series 2 of my model, how am i supposed to get a plot which show my series 'i' with series 'j'?

Firhat Nawfan H.
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  • What package and functions are you using to get your object? Can you provide [code that can reproduce the object and the graph](http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example)? – Blue Magister Oct 27 '13 at 08:48
  • the package is `rmgarch` while for reproducing the problem you may look at faculty.washington.edu/ezivot/econ589/econ589multivariateGarch.r‎ but on this link the dcc model only contain 2 series – Firhat Nawfan H. Oct 27 '13 at 09:02
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    nevermind apparently i can use this 'plot(dcc.fit.ret.fin, which=3, series=c(3,4))` – Firhat Nawfan H. Oct 30 '13 at 13:13

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