Hello, I have already corrected the stationary of my elements with diff, but to analyze the VaR (), CVaR (). It is necessary to create a portfolio, I have seen many packages that have left me confused. How is the procedure to create a crypto portfolio?
that is I must assign all the columns of data_xts in a portfolio
If possible, can I change the labels?
that is I must assign all the columns of data_xts in a portfolio
Code:
# correction stationary
data_xts$coin_close = diff.xts(data_xts$coin_close, na.pad=F)
View(data_xts)
coin gold ....
2020-01-02 -0.00120 1.24 ....
2020-01-03 0.00220 -3.42 ....
2020-01-04 -0.00310 -4.12 ....
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