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 at 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]]
By failing to send your email in plain text format on this mailing list, we see a damaged version of what you saw when you sent it. Also, we would need some some data to test the code with. Google "r reproducible example" to find discussions of how to ask questions online. From the error message alone I suspect forecast is the function from the forecast package, and you are trying to create and modify a data object with that same name. At the very least re-using names is unwise, but I think your whole concept of how to create forecasts is deviating from the normal way this is done. But the scrambling of the code isn't helping. -- Sent from my phone. Please excuse my brevity. On February 12, 2017 4:34:20 AM PST, Allan Tanaka <allantanaka11 at 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 at 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]] > >______________________________________________ >R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code.
> Error in forecast[[d + 1]] = paste(index(lEJReturnsOffset[windowLength]), : object of type 'closure' is not subsettableA '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 <allantanaka11 at 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 at 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]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
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 <wdunlap at 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 <allantanaka11 at 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 at 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]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.[[alternative HTML version deleted]]