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我正在尝试在GTS对象使用ARIMA模型回归时,此错误:ARIMA模型预测的分层数据回归
错误...傅立叶(X,K,长度(X)+( 1:h)): K不得大于period/2
下面是一段简单的重复性代码。我应该怎样设置k?我尝试过不同的价值观,但似乎没有任何工作。
library(hts)
y3 <- ts(matrix(rnorm(300),ncol=60,nrow=5))
blnames3 <- paste0(rep(c("CA", "NY"), each = 30), # State
rep(c("AL", "LA", "CL", "ES"), each = 15), # County
rep(c("O", "O", "O", "C", "C"), 12), # Industry
rep(c("p", "q", "r", "p", "q"), 12), # Sub-industry
rep(504:507, 15)) # Product
colnames(y3) <- blnames3
gy3 <- gts(y3, characters=list(c(2,2),c(1,1,3)))
i=5
fc <- forecast(gy3, fmethod="arima", seasonal=FALSE, h=6, xreg=fourier(gy3, K=i), newxreg=fourierf(gy3, K=i, h=6))
对不起,通过添加i更正了代码。 gts来自hts包 - https://cran.r-project.org/web/packages/hts/hts.pdf – jjreddick
您的时间系列还需要频率属性。 –