On May 25, 2010, at 4:49 PM, David Winsemius wrote:
On May 25, 2010, at 4:14 PM, Luis Felipe Parra wrote:
Hello, I am using the predict function for VAR in r obtaining the
following
object for the predictions with the following command
Hard to tell what that means since you have not specified what
package was used or the class of the object on which predict was
applied.
PronFac <- predict(VARFactores,n.ahead=1)
PronFactores$fcst
The problem is that you have here shown a different object than what
you created with predict.
$PC1
fcst lower upper CI
PC1.fcst 2.284497 -0.8033048 5.3723 3.087802
$PC2
fcst lower upper CI
PC2.fcst -0.938333 -4.346927 2.470261 3.408594
$PC3
fcst lower upper CI
PC3.fcst -1.035569 -4.282719 2.211582 3.247151
$PC4
fcst lower upper CI
PC4.fcst -0.7063035 -4.027811 2.615204 3.321507
$PC5
fcst lower upper CI
PC5.fcst 0.3664593 -1.689041 2.421959 2.055500
I would like to take the fcst object from each of the list elements
and
assign it to a vector, do you know how can I do this in an
efficient way
without having to go trough all the list with a for?
Loops are just as efficient as the apply methods.
At the moment I am
doing it the following way for(i in
1:NumFac){PronFactores[i,]<-$fcst[[i]][1] } but I would like to know
if there is a commmand to acces to vectors of forecasts without the
confidence intervals. Does anybody know how to do this?
Hard to tell for sure since you're only showing us output and not a
reproducible version. The str function is more informative than
printing to the console.
After looking at objects created in the help page for the predict
function in the vars package, I suspect you want:
sapply(PronFac$fcst, "[", 1) #not more efficient but more expressive
perhaps.
Thank you
Felipe Parra
David Winsemius, MD
West Hartford, CT
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David Winsemius, MD
West Hartford, CT
______________________________________________
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
