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)
??
object of type 'closure' is not subsettable
4 messages · Allan Tanaka, Jeff Newmiller, William Dunlap
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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)
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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.