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#~连接因变量和自变量
myTTR.data <- myTTR(SSEC)[,c("myATR","mySMI","myADX","myMACD","mySAR")]
model.data <- specifyModel(formula=T.Index(SSEC,p=0.025,k=10)~
myTTR.data+runMean(Cl(SSEC)))
train.data <- as.data.frame(modelData(model.data,
data.window=c(start(SSEC),"2012-12-31")))
test.data <- as.data.frame(modelData(model.data,
data.window=c(as.Date("2013-01-05"),end(SSEC))))
colnames(train.data)<- c( "myATR","mySMI","myADX","myMACD","mySAR","runMean")
colnames(test.data)<- c( "myATR","mySMI","myADX","myMACD","mySAR","runMean")
form<-as.formula("T~.")
library(e1071)#找支持向量机模型
m<-svm(form,train.data,cost=100)
p<-predict(m,na.omit(test.data))
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