[R-SIG-Finance] buildModel in quantmod issue

[Jeff Ryan]

Ian,


> When I try to use the buildModel, I seem to get an error.

> ""Error in lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...)
> :
>
>  0 (non-NA) cases""

The lm error gives a (big) hint.

>
> Using other methods, model specifications etc doesn't seem to help, I
> just get a different error.
>
> This is the code I'm trying:
>
> getSymbols(F)
> a=specifyModel(Next(Op(F)~OpCl(F))
>  c=buildModel(a,method="lm",training.per=c("2009-01-01","2009-01-01"))

training.per = 1 day (or maybe 0!).  You might want a bit more data to
build the model on. ;)

> Thanks
>

All the above said, specify/build/trade in quantmod isn't entirely
'workable' at the moment.  The most recent version on R-forge (and
making its way to CRAN) restores the previous (think 2007!)
functionality, but it is still not incredibly useful in practice.
(hence it languishing in the development priority list)

HTH,
Jeff
>
>
> Ian
>
>
> Confidential: This electronic message and all contents contain information from Syntel, Inc. which may be privileged, confidential or otherwise protected from disclosure. The information is intended to be for the addressee only. If you are not the addressee, any disclosure, copy, distribution or use of the contents of this message is prohibited. If you have received this electronic message in error, please notify the sender immediately and destroy the original message and all copies.
>
> Confidential: This electronic message and all contents contain information from Syntel, Inc. which may be privileged, confidential or otherwise protected from disclosure. The information is intended to be for the addressee only. If you are not the addressee, any disclosure, copy, distribution or use of the contents of this message is prohibited. If you have received this electronic message in error, please notify the sender immediately and destroy the original message and all copies.
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com