R：预测：找到arfima和nnetar预测的准确性

Question

我正在尝试使用预测包找到arfima和nnetar预测的准确性。但是我收到了一条错误消息。

library(forecast)
library(fracdiff)
x <- fracdiff.sim( 100, ma=-.4, d=.3)$series 
fit <- arfima(x)
accuracy(fit)

Error in accuracy(fit) : 
  First argument should be a forecast object or a time series.

fit <-nnetar(x)
accuracy(fit)

Error in accuracy(fit) : 
  First argument should be a forecast object or a time series.

我很感激你的帮助，指出我做错了什么。

Answer 1

首先，您需要预测语法，例如

forecast(fit)

然后

accuracy(forecast(fit), x, test=NULL, d=NULL, D=NULL)