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 <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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