[R] object of type 'closure' is not subsettable

[Allan Tanaka]

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)
>
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>
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