[R] Storing loop output from a function

[Uwe Ligges]

Andrew Kniss wrote:

> I am attempting to write an R function to aid in time series diagnostics.
> The tsdiag() works well, but I would prefer to get a plot with ACF, PACF,
> and Ljung-Box p-values of residuals.  In my attempt to get to that point, I
> am writing a function to calculate Ljung-Box p-values for residuals at
> various lag distances.
> 
> ljung<-function(fit) 
>        for(i in c(1:24,36,48))   
>           {box<-(Box.test(fit$residuals, lag=i, type="Ljung-Box")) 
>            print(c(i, box$p.value))}
> 

You need to return() rather than print() the object.

Uwe Ligges


> This is one of my first R function writing attempts, so my apologies if
> there is an obvious mistake.  The above function produces the desired effect
> in printing the lags and p-values to be plotted [where fit is the result of
> arima()]; however I cannot seem to get the output stored in a data.frame for
> subsequent plotting.  I have tried storing the output using various methods
> including data.frame, write.table, cat, capture.output, all with no success.
> 
> 
> e.g:
> ljung.out<-capture.output(print(c(i, box$p.value)))  
> #I saw a suggestion similar to this one in a previous post to the list...
>   
> Any hints on how I can get the output stored so that I may plot it later? I
> am using v 1.9.1, RGui for Windows.
> Thanks,
>  
> Andrew Kniss
> Assistant Research Scientist
> University of Wyoming
> Dept. 3354  
> 1000 E. University Ave.
> Laramie, WY  82071
> (307) 766-3949
> akniss at uwyo.edu
> 
> 
> Below is an arima fit that I have used in testing the function.
> 
> 
>>dump("coal.fit", file=stdout())
> 
> coal.fit <-
> structure(list(coef = structure(c(0.69539198614687, 484.903589344614
> ), .Names = c("ar1", "intercept")), sigma2 = 3109.45476265185, 
>     var.coef = structure(c(0.0104024111201598, 0.302125085158484, 
>     0.302125085158484, 634.39981868771), .Dim = as.integer(c(2, 
>     2)), .Dimnames = list(c("ar1", "intercept"), c("ar1", "intercept"
>     ))), mask = c(TRUE, TRUE), loglik = -266.892361376605, aic =
> 539.784722753209, 
>     arma = as.integer(c(1, 0, 0, 0, 1, 0, 0)), residuals =
> structure(c(60.4342567589239, 
>     -127.383559378086, -14.9885854976147, 123.839062585504,
> -56.6019914334983, 
>     35.7247594443981, 63.6906479431108, -28.1651273226733,
> -6.91856808459544, 
>     8.90309567990135, -30.8784722646861, -91.1489687772519,
> -103.345257968621, 
>     -29.2770349660464, -20.9664426335713, -25.3512422872431, 
>     32.6086618928476, -6.98260117899269, -108.850345082021,
> 4.60267757422564, 
>     38.6146462114696, 42.7187751257762, 79.9491758184327, 36.880952815858, 
>     62.0132089128299, -0.848550671576206, -15.6420872534077, 
>     111.955160137055, 13.5021374808082, -126.940710948639, 63.7127908071542,
> 
>     27.4722158876983, -52.0448398629454, -15.4535767911051,
> -73.4996569296364, 
>     46.7008221699102, 27.5464232088949, -2.40151233395178,
> -80.5337684309237, 
>     -20.8162335807335, -18.2070175530272, -33.9885854976147, 
>     -5.94848967770536, 17.8390625855041, 0.109559098069901,
> 39.5464232088949, 
>     30.2537838322858, 32.9551601370546, 13.4381043864110), .Tsp = c(1, 
>     49, 1), class = "ts"), call = stats:::arima(x = x, order = order, 
>         seasonal = seasonal, include.mean = include.mean), series = "x", 
>     code = as.integer(0), n.cond = 0, model = structure(list(
>         phi = 0.69539198614687, theta = numeric(0), Delta = numeric(0), 
>         Z = 1, a = 60.0964106553856, P = structure(0, .Dim = as.integer(c(1,
> 
>         1))), T = structure(0.69539198614687, .Dim = as.integer(c(1, 
>         1))), V = structure(1, .Dim = as.integer(c(1, 1))), h = 0, 
>         Pn = structure(1, .Dim = as.integer(c(1, 1)))), .Names = c("phi", 
>     "theta", "Delta", "Z", "a", "P", "T", "V", "h", "Pn")), x =
> structure(as.integer(c(569, 
>     416, 422, 565, 484, 520, 573, 518, 501, 505, 468, 382, 310, 
>     334, 359, 372, 439, 446, 349, 395, 461, 511, 583, 590, 620, 
>     578, 534, 631, 600, 438, 516, 534, 467, 457, 392, 467, 500, 
>     493, 410, 412, 416, 403, 422, 459, 467, 512, 534, 552, 545
>     )), .Dim = as.integer(c(49, 1)), .Dimnames = list(NULL, "Coal"), .Tsp =
> c(1, 
>     49, 1), class = "ts")), .Names = c("coef", "sigma2", "var.coef", 
> "mask", "loglik", "aic", "arma", "residuals", "call", "series", 
> "code", "n.cond", "model", "x"), class = "Arima")
> 
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