df=structure(list(X.1 = 1:6, X = c(1L, 1L, 1L, 1L, 1L, 1L), json_data.time.updated = structure(1:6, .Label = c("Jan 19, 2019 15:18:00 UTC",
"Jan 19, 2019 15:19:00 UTC", "Jan 19, 2019 15:51:00 UTC", "Jan 19, 2019 15:52:00 UTC",
"Jan 19, 2019 15:54:00 UTC", "Jan 19, 2019 15:55:00 UTC"), class = "factor"),
json_data.time.updatedISO = structure(1:6, .Label = c("2019-01-19T15:18:00+00:00",
"2019-01-19T15:19:00+00:00", "2019-01-19T15:51:00+00:00",
"2019-01-19T15:52:00+00:00", "2019-01-19T15:54:00+00:00",
"2019-01-19T15:55:00+00:00"), class = "factor"), json_data.time.updateduk = structure(1:6, .Label = c("Jan 19, 2019 at 15:18 GMT",
"Jan 19, 2019 at 15:19 GMT", "Jan 19, 2019 at 15:51 GMT",
"Jan 19, 2019 at 15:52 GMT", "Jan 19, 2019 at 15:54 GMT",
"Jan 19, 2019 at 15:55 GMT"), class = "factor"), code = structure(c(1L,
1L, 1L, 1L, 1L, 1L), .Label = "USD", class = "factor"), rate = structure(c(2L,
3L, 6L, 1L, 5L, 4L), .Label = c("3,735.3200", "3,735.7750",
"3,735.9150", "3,736.0750", "3,736.7717", "3,736.9100"), class = "factor"),
description = structure(c(1L, 1L, 1L, 1L, 1L, 1L), .Label = "United States Dollar", class = "factor"),
rate_float = structure(c(2L, 3L, 6L, 1L, 5L, 4L), .Label = c("3735.32",
"3735.775", "3735.915", "3736.075", "3736.7717", "3736.91"
), class = "factor")), class = "data.frame", row.names = c(NA,
-6L))
-
require(rugarch)
#We can then compute the ARMA(1,1)-GARCH(1,1) model as an example:
spec <- ugarchspec(variance.model = list(model = "sGARCH",
garchOrder = c(1, 1),
submodel = NULL,
external.regressors = NULL,
variance.targeting = FALSE),
mean.model = list(armaOrder = c(1, 1),
external.regressors = NULL,
distribution.model = "norm",
start.pars = list(),
fixed.pars = list()))
garch <- ugarchfit(spec = spec, data = df$rate_float, solver.control = list(trace=0))
ugarchforecast(garch, n.ahead = 5)
Saya akan menjalankan skrip perkiraan setiap 5 menit dari baris spec <- ugarchspec (variance.model = list (model = "sGARCH
ini, misalnya skrip diluncurkan pada 10:10, perkiraan dibuat dalam 5 langkah, hasil ini harus ditulis ke dalam file csv
kemudian diluncurkan pada 10:15, ramalan dibuat dengan 5 langkah, maka hasil ini harus ditulis ke dalam file csv yang diberi tanda tanggal
lalu pada pukul 10.20 dan seterusnya. Bagaimana cara menambahkan prediksi ke satu csv dengan tanda tanggal setiap kali skrip dijalankan?
Sys.time()
akan memberi Anda tanggal+waktu ketika perintah diluncurkan, gunakancbind()
untuk menyimpan tanggal waktu dan prediksi mungkin? - person RLave   schedule 28.01.2019final <- cbind(datetime=Sys.time(), steps=my_predicitons)
misalnya - person RLave   schedule 28.01.2019step
Anda - person RLave   schedule 28.01.2019