Question

我正在尝试使用这个midasr包，但出了点问题。我有月度数据（= y），并希望将它们与每日数据（= x）混合。我设法运行回归没有错误但是当我尝试使用它来预测数据时，我得到以下错误：rep（NA，h）中的错误：无效的'times'参数我不知道它的NA值在哪里。说实话，我也不知道在哪里看。我提供的数据都是数字。

当我进行追溯（）时，我得到以下输出：

8: static_forecast(object, h, insample, outsample, yname)
7: point_forecast.midas_r(object, newdata = newdata, method = method, 
       insample = insample)
6: forecast.midas_u(reg_s, list(partial_x = partial_xn, partial_com = partial_comn), 
       method = "static")
5: forecast(reg_s, list(partial_x = partial_xn, partial_com = partial_comn), 
       method = "static") at taylor.r#201
4: eval(expr, envir, enclos)
3: eval(ei, envir)
2: withVisible(eval(ei, envir))
1: source("M:/semester6/r_taylor/taylor.r", echo = TRUE)

这是代码：

reg_s = midas_u(partial_y ~ partial_x + mls(partial_com, k = 0:(COMMODITY_OBSERVATIONS - 1), m = COMMODITY_OBSERVATIONS))
partial_xn   = int_diffs[i + SEC_STAGE_WND_SIZE]
partial_comn = db_oc$COM_SPOT_RATE[(((i + SEC_STAGE_WND_SIZE - 1) * COMMODITY_OBSERVATIONS) + 1):((i + SEC_STAGE_WND_SIZE) * COMMODITY_OBSERVATIONS)]
ret = forecast(reg_s, list(partial_x = partial_xn, partial_com = partial_comn), method = "static")

由于我只想预测下一个值，partial_xn只包含一个数字，而partial_comn再次包含COMMODITY_OBSERVATIONS指定的数字。

我还检查了回归过程中是否出现了问题，但似乎没问题。

Call:
lm(formula = partial_y ~ partial_x + mls(partial_com, k = 0:(COMMODITY_OBSERVATIONS - 
    1), m = COMMODITY_OBSERVATIONS), data = ee)

Coefficients:
                                                                          (Intercept)  
                                                                             0.174389  
                                                                            partial_x  
                                                                             0.009113  
mls(partial_com, k = 0:(COMMODITY_OBSERVATIONS - 1), m = COMMODITY_OBSERVATIONS)X.0/m  
                                                                             0.007279  
mls(partial_com, k = 0:(COMMODITY_OBSERVATIONS - 1), m = COMMODITY_OBSERVATIONS)X.1/m  
                                                                            -0.028900  
mls(partial_com, k = 0:(COMMODITY_OBSERVATIONS - 1), m = COMMODITY_OBSERVATIONS)X.2/m  
                                                                             0.015566

有什么想法吗？

rep（NA，h）出错：无效的'times'参数

0 个答案: