在使用buildModel
拟合模型时,我无法解决错误,tradeModel
似乎不起作用,因此使用getSymbols('GS',src='yahoo')
q.model = specifyModel(Next(OpCl(GS)) ~ Lag(OpHi(GS),0:3))
buildModel(q.model, method='lm',training.per=c('2007-08-01','2007-09-30'))
> q.model # it seems that model is still 'None fitted' ?
quantmod object: Build date:
Model Specified:
Next(OpCl(GS)) ~ Lag(OpHi(GS), 0:3)
Model Target: Next.OpCl.GS Product: GS
Model Inputs:
Fitted Model:
None Fitted
tradeModel(q.model,plot.model=TRUE,trade.dates=c("2008-01-01","2008-12-31"))
Error in UseMethod("predict") :
no applicable method for 'predict' applied to an object of class "NULL"
上升错误:
---------- Stored Procedure Start--------
DECLARE name varchar2(10);
PROCEDURE printVal (name varchar2) IS
BEGIN
dbms_output.put_line ('name:' || name);
END;
--------- Stored Procedure End-----------
----------anonymous block Start----------
BEGIN
name := 'Joe';
printVal(name);
END;
/
----------anonymous block end ------------
答案 0 :(得分:4)
好的,这是一个“卑鄙”的文档。似乎getSymbols()
函数接管赋值给变量而不是buildModel()
,即使?buildModel
中的示例可能表明这一点。
简而言之:您需要将buildModel()
的结果分配给变量,例如q.model
。我希望你能笑出来;)
library(quantmod)
getSymbols('GS',src='yahoo')
q.model <- specifyModel(Next(OpCl(GS)) ~ Lag(OpHi(GS),0:3))
q.model <- buildModel(q.model, method='lm',training.per=c('2007-08-01','2007-09-30'))
q.model