[R] Function for MFE and MSFE
Hello, Is there a function that calculates MFE(Mean Forecast Error) and MSFE(Mean Square Forecast Error) in R? Cant find anything! Thanks Tobias -- View this message in context: http://n4.nabble.com/Function-for-MFE-and-MSFE-tp950368p950368.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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] Need help with for loop in forecast
Hi
I have a ts from 1980:1 trough 2009:9 with a frequency of 12. I want to make
25 6 month forecast where the first 6 month forecast is between 2007:4 -
2007:9 and the last 2009:4 - 2009:9.
My script:
Forecast - list()
for (i in 1:25){
j - i + 326
Data - window(omxr, end = time(omxr)[j])
Result - ets(Data, model = MAM)
Forecast[[i]] - forecast(Result, 6)
}
#1. How can I be sure that i=1 - all data prior to 2007:4, i=2 - all data
prior to 2007:5, i=3 - all data prior to 2007:6, ...
#2. How do I only get the mean(point forecast) of every forecast? Now I get
Point ForecastLo 80Hi 80 Lo 95Hi 95
#3. How can I put all 25 forecasts in a ts or matrix? I´ve tried the
following:
Forecast - ts(matrix(NA, nrow = 6, ncol = 25))
Forecast - ts(matrix(NA, nrow = 25, ncol = 6))
Forecast - ts(matrix())
Forecast - ts()
Forecast - just about everything
Any help will be very appreciated!
Regards Tobias
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[R] Subscript out of bounds
Hi!
Trying to make a forecast, and get the following error message:
Error in NextMethod([-) : subscript out of bounds
The script is as follows:
Forecast.A - ts(matrix(NA, nrow=25, ncol = 1,
+ dimnames = list(c(), c(Outcome))),
+ start = c(2006, 10), frequency = 12)
for (i in 1:25) {
+ j - i + 321
+ Data - window(omxr, end = time(omxr)[j])
+ Result - ets(Data, model = MAM)
+ Forecast1 - forecast(Result, 1)
+ Forecast.A[i, 2] - window(omxr, start = time(omxr)[j +
+ 1], end = time(omxr)[j + 1])[[1]]
+ }
What am I doing wrong?
//Tobias
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[R] test for causality
Hi useRs.. I cant figure out how to test for causality using causality() in vars package I have two datasets (A, B) and i want to test if A (Granger)cause B. How do I write the script? I dont understand ?causality. How do I get x to contain A and B. Further using the command VAR() to specify x, I dont either understand. Kind regards Tobias -- View this message in context: http://old.nabble.com/test-for-causality-tp26373931p26373931.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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] Trouble retrieving data (.xls) from folder on my computer.
Using gdata on windows and im having trouble to retrieve an excel file from a folder on my computer. This is my dummy: R download.file(http://people.su.se/~lundh/data/cpi_kpix.rda;, + cpi_kpix.rda) R URL - http://people.su.se/; R PATH - ~lundh/data/ R FILE - cpi_kpix.rda R download.file(paste(URL,PATH,FILE,sep=), + cpi_kpix.rda) R library(gdata) R FILE - Stock_Returns_1931_2002.xls R stock.xls - read.xls(paste(URL, PATH, FILE, sep = ), + header = TRUE)[, 3:4] Downloading... Done. Converting xls file to csv file... Done. Reading csv file... Done. Im not suppose to download the file though its already on my computer. How do i type in the path så R finds my .xls?? kind regards Tobias -- View this message in context: http://www.nabble.com/Trouble-retrieving-data-%28.xls%29-from-folder-on-my-computer.-tp26113172p26113172.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
Re: [R] Trouble retrieving data (.xls) from folder on my computer.
This is what R says: xls - read.xls(file.choose()) Converting xls file to csv file... Error in system(cmd, intern = !verbose) : perl not found Error in file.exists(tfn) : invalid 'file' argument xls - read.xls(file.choose(), perl=C:/perl/bin/perl.exe) Converting xls file to csv file... Error in system(cmd, intern = !verbose) : perl not found Error in file.exists(tfn) : invalid 'file' argument (I have installed Perl!) Gabor Grothendieck wrote: If its already on your computer try one of these: xls - read.xls(myfile.xls) # if its in current directory xls - read.xls(/path/to/myfile.xls) # to specify path xls - read.xls(file.choose()) # use explorer style interface to choose On Thu, Oct 29, 2009 at 9:36 AM, tobiasfa tobias.farnly...@gmail.com wrote: Using gdata on windows and im having trouble to retrieve an excel file from a folder on my computer. This is my dummy: R download.file(http://people.su.se/~lundh/data/cpi_kpix.rda;, + cpi_kpix.rda) R URL - http://people.su.se/; R PATH - ~lundh/data/ R FILE - cpi_kpix.rda R download.file(paste(URL,PATH,FILE,sep=), + cpi_kpix.rda) R library(gdata) R FILE - Stock_Returns_1931_2002.xls R stock.xls - read.xls(paste(URL, PATH, FILE, sep = ), + header = TRUE)[, 3:4] Downloading... Done. Converting xls file to csv file... Done. Reading csv file... Done. Im not suppose to download the file though its already on my computer. How do i type in the path så R finds my .xls?? kind regards Tobias -- View this message in context: http://www.nabble.com/Trouble-retrieving-data-%28.xls%29-from-folder-on-my-computer.-tp26113172p26113172.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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 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. -- View this message in context: http://www.nabble.com/Trouble-retrieving-data-%28.xls%29-from-folder-on-my-computer.-tp26113172p26115725.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
Re: [R] Trouble retrieving data (.xls) from folder on my computer.
How do i make sure perl is in my PATH, and if its not how do i put it there? Either make sure that perl is on your PATH or if the path/filename you specified is correct then try with backslashes just in case: C:\\perl\\bin\\perl.exe Also check the upper/lower case of each component of your path just in case. -- View this message in context: http://www.nabble.com/Trouble-retrieving-data-%28.xls%29-from-folder-on-my-computer.-tp26113172p26120777.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
