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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]] > >______________________________________________ >R-help@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. ______________________________________________ R-help@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.