Amit,
Your question isn't necessarily complete. You haven't provided a
reproducible example of your data or an error message. At first glance you
aren't passing anything to your 'far' function except for
'p' and yet it
uses i,j,k,l,m,n,testsize1, and act1. You should generally try to avoid
global variables as they can lead to broken code. You should redefine your
function with all the needed parameters and try again.
Regards,
On Wed, Nov 19, 2014 at 3:47 AM, Amit Thombre <amitmt at techmahindra.com>
wrote:
> I am trying to replace a for loop by using sapply, The code is for
> forecasting using arima. The code is as follows:-
> -------------------------------------------------------
> far<-function(p)
> {
>
> cat("does it come here value of p", p)
> tryCatch({
> air.model <-Arima(tsa,order=c(i-1,j-1,k-1),
> seasonal=list(order=c(l-1,m-1,n-1),period=p-1), lambda=lbda) # the arima
> model
>
> f<- forecast(air.model,h=testsize1) # for getting the error
>
> ervalue[i,j,k,l,m,n,p]<-errf(act1,f$mean,testsize1,flagarima)
>
> }, error=function(e)
> {
>
> return(NA)
> }
> )
> cat("Value of error", ervalue[i,j,k,l,m,n,p])
> cat("Value of i,j,k,l,m,n,p", i, j, k, l, m, n,p)
> print(ervalue)
> return(ervalue)
> }
> ---------------------------
> maxval=2 # set the array size as well as the maximum parameter value here.
> pmax=maxval # set max p value of the ARIMA model
> dmax=maxval # set max d value of the ARIMA model
> qmax=maxval # set max q value of the ARIMA model
> Pmax=maxval # set max P value of the ARIMA model
> Dmax=maxval # set max D value of the ARIMA model
> Qmax=maxval # set max Q value of the ARIMA model
> Permax=2 # maximum value of period.
>
> st=2013 # start year value for getting the time series
> month=4 d<-c(10, 13, 14, 4, 5, 6, 7, 10, 12, 13, 14, 20, 3, 4, 5, 19,
23,
> 21, 18, 19, 21, 14, 15, 16, 17, 12, 20, 19, 17)
> tsa<-ts(d, frequency=freq, start=c(st,month)) # store the data in tsa
as
> the time
>
> A<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending
> on the max value set the , also it stores the AIC valuearray size
> ervalue<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) #
> depdending on the max value set the , stores the error value.array size
>
> for (i in 1:pmax)
> {
> for (j in 1:dmax)
> {
> for (k in 1:qmax)
> {
> for (l in 1:Pmax)
> {
> for (m in 1:Dmax)
> {
> for (n in 1:Qmax)
> {
> A<-sapply((1:Permax),function(p) far(p),simplify=FALSE)
>
> }
> }
> }
> }
> } #for looping through period value
> }
> ------------------------------------------------------------------
> The sapply replaces the for loop
> for (p in 1:Permax)
> {
> cat("does it come here value of p", p)
> tryCatch({
> air.model <-Arima(tsa,order=c(i-1,j-1,k-1),
> seasonal=list(order=c(l-1,m-1,n-1),period=p), lambda=lbda) # the arima
> model
> A[i,j,k,l,m,n,p]<-AIC(air.model)
> f<- forecast(air.model,h=testsize1) # for getting the error
> er[i,j,k,l,m,n,p]<-errf(act1,f$mean,testsize1,flagarima)
> }, error=function(e)
> {
>
> return(NA)
> }
> )
> cat("Value of error", er[i,j,k,l,m,n,p])
> cat("Value of i,j,k,l,m,n,p", i, j, k, l, m, n,p)
> }
> --------------------------------------------------------------------------
> Now the er[I,j,k,l,m,n,p] I.e the error get populated but on every call to
> the function far() the array loses the previous value and gets replaced
> with NA and gets the newly calculated error value. Finally the array A gets
> populated with only the latest value and does not hold the old values.
> Please help
>
>
>
>
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