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

Jeff Newmiller jdnewmil at dcn.davis.ca.us
Sun Feb 12 17:06:36 CET 2017

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 <allantanaka11 at yahoo.com> wrote:
>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 =
>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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