That is correct, you have to specify with print or cat what you want to sink. This should work for you: print(summary(fit)) print(logLik(fit)) print(fcv)
I hope this helps. On Thursday 10 February 2005 11:40, Wojtek Slusarski wrote: > Hello, > My problem is, that I have to build hundreds of GARCH models to obtain > volatility forecasts. I would like to run a loop, that would build those > forecasts for me. There is no problem, with writing only the results of > the forecasts, but I'd like to have stored results of the models in some > file, that I could check later, what are the models like, to be able to > compare if I should use GARCH(1,1) or GARCH(0,4) or any other, that > suits the data best. The data file looks like that: > > TICKER;DTYYYYMMDD;OPEN;HIGH;LOW;CLOSE;VOL > WIG20;19940414;1000,00;1000,00;1000,00;1000,00;71600 > WIG20;19940418;1050,47;1050,47;1050,47;1050,47;99950 > WIG20;19940419;1124,92;1124,92;1124,92;1124,92;138059 > ... > > I wrote a script to do that, but when I use sink() to save the results > in a text file, after running the script files are empty. I read in FAQ, > that in a loop R only computes and prints only some warning messages, > but I don't know how to do that in any other way, to ommit this problem. > Below I enclose the code: > > ############################################################ > > library(tseries) > > wig20 <- read.csv("wig20.txt", sep=";", dec=",") > m <- 2321 #upper bound of time series > niter <- 10 #length(wig20$CLOSE)- m > fcv <- 0 > > > for (i in 1:niter){ > > m <- m + 1 > r <- 100*diff(log(wig20$CLOSE[1:m])) > y <- r - mean(r) > fit <- garch(y, order = c(1,1)) > > sink("garch21.txt", append = TRUE) > summary(fit) > logLik(fit) > sink() > > cv <- predict(fit, genuine=TRUE) > fcv <- c(fcv,cv[length(cv)/2,1]) > > postscript("garch21.ps",encoding="ISOLatin2", > title = paste("Day: ",wig20$DTYYYYMMDD[m]), > paper = "a4", > family = "URWTimes", > append = TRUE) > > plot(fit, ask=FALSE) > > dev.off() > > } > > sink("forecasts.txt") > > fcv > > sink() > > ################################################### > > The most wondering thing for me is that, plots are stored in the ps > file, but only the ones from last iteration. In manuals there is: > > append: logical; currently *disregarded*; just there for > compatibility reasons. > > What does *disregarded* actually mean and when I will be able to add a > title before each set of plots, because now the option title is not > adding anything to file. > > I will be very thankfull for any help. > > Best regards, > Wojtek Slusarski > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html