Dang, i should notice that forecastS and forecast thingy. Now it works like a
charm. ThANKS
On Monday, 13 February 2017, 3:56, William Dunlap <wdun...@tibco.com> wrote:
> Error in forecast[[d + 1]] = paste(index(lEJReturnsOffset[windowLength]), :
> object of type 'closure' is not subsettable
A 'closure' is a function and you cannot use '[' or '[[' to make a
subset of a function.
You used
forecast[d+1] <- ...
in one branch of the 'if' statement and
forecasts[d+1] <- ...
in the other. Do you see the problem now?
By the way, the code snippet in the error message says '[[d+1]]' but
the code you supplied has '[d+1]'. Does the html mangling selectively
double brackets or did you not show us the code that generated that
message?
Bill Dunlap
TIBCO Software
wdunlap tibco.com
On Sun, Feb 12, 2017 at 4:34 AM, Allan Tanaka <allantanak...@yahoo.com> wrote:
> Hi.
> I tried to run this R-code but still completely no idea why it still gives
> error message: Error in forecast[[d + 1]] =
> paste(index(lEJReturnsOffset[windowLength]), : object of type 'closure' is
> not subsettable
> Here is the R-code:
> library(rugarch); library(sos);
> library(forecast);library(lattice)library(quantmod); require(stochvol);
> require(fBasics);data = read.table("EURJPY.m1440.csv",
> header=F)names(data)data=ts(data)lEJ=log(data)lret.EJ = 100*diff(lEJ)lret.EJ
> =
> ts(lret.EJ)lret.EJ[as.character(head(index(lret.EJ)))]=0windowLength=500foreLength=length(lret.EJ)-windowLengthforecasts<-vector(mode="character",
> length=foreLength)for (d in 0:foreLength) {
> lEJReturnsOffset=lret.EJ[(1+d):(windowLength+d)] final.aic<-Inf
> final.order<-c(0,0,0) for (p in 0:5) for (q in 0:5) { if(p == 0 && q ==
> 0) { next } arimaFit=tryCatch(arima(lEJReturnsOffset,
> order=c(p,0,q)), error=function(err)FALSE,
> warning=function(err)FALSE) if(!is.logical(arimaFit)) {
> current.aic<-AIC(arimaFit) if(current.aic<final.aic) {
> final.aic<-current.aic final.order<-c(p,0,q)
> final.arima<-arima(lEJReturnsOffset, order=final.order) } } else {
> next } }
> spec <- ugarchspec(variance.model = list(model = "sGARCH", garchOrder =
> c(1,1)), mean.model = list(armaOrder = c(final.order[1],
> final.order[3]), arfima = FALSE, include.mean = TRUE),
> distribution.model = "sged")fit <- tryCatch(ugarchfit(spec, lEJReturnsOffset,
> solver='gosolnp'), error=function(e) e, warning=function(w) w)if(is(fit,
> "warning")) { forecast[d+1]=paste(index(lEJReturnsOffset[windowLength]), 1,
> sep=",") print(paste(index(lEJReturnsOffset[windowLength]), 1, sep=","))}
> else { fore = ugarchforecast(fit, n.ahead=1) ind = fore@forecast$seriesFor
> forecasts[d+1] = paste(colnames(ind), ifelse(ind[1] < 0, -1, 1), sep=",")
> print(paste(colnames(ind), ifelse(ind[1] < 0, -1, 1), sep=","))
> }}write.csv(forecasts, file="forecasts.csv", row.names=FALSE)
>
> [[alternative HTML version deleted]]
>
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[[alternative HTML version deleted]]
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