What am I missing in my HS VaR code?

I have to calculate the value at risk with the help of the historical simulation approach, over some past returns. I used the following code up to now:

VaR_HS.hist_86_95=quantile(sorted_return_86,0.95);

but my mentor told me that I am missing a 3th number in my code. I think he means the dim, because I found on internet that you can calculate the Historical Value at Risk with VaR_HS.hist_86_95=quantile(x,p,dim); but how do I determine this dim value? My returns consist of 1 column and 61 rows. Or is this not the 3th value that my mentor referred to? Please can someone help me?

Thanks in advance

sincerely,

Michiel