R中的预测包预测Horizo​​n问题

时间:2016-04-28 16:51:30

标签: r forecasting prediction

我是R.的新手。我试图预测使用holt方法,但得到这个奇怪的错误。我使用预测包V-7.1与R(版本3.2.5)和Rstudio(版本0.99.896)。我重新安装从R到Rstudio的所有,但没有工作。只有1到10的工作。有什么想法??

  library(forecast)
  library(stats)
  library(base)
  x=data$cost
  k<-holt(x,damped=TRUE)
  m=forecast(k,h=20)

  Error in forecast.forecast(k, h = 20) : 
  Please select a longer horizon when the forecasts are first computed

其他测试案例:

 m=forecast(k,h=2000)
 Error in forecast.forecast(k, h = 2000) : 
 Please select a longer horizon when the forecasts are first computed

 m=forecast(k,h=10)
 m=forecast(k,h=11)
 Error in forecast.forecast(k, h = 11) : 
 Please select a longer horizon when the forecasts are first computed

 m=forecast(k,h=100)
 Error in forecast.forecast(k, h = 100) : 
 Please select a longer horizon when the forecasts are first computed

1 个答案:

答案 0 :(得分:3)

您需要在h的来电中指定holt()参数,而不是调用forecast()

holt()适合模型计算预测。这与“典型”R用法和其他与预测相关的功能(例如ets()arima()等形成对比。因此,您甚至无需在forecast()的输出上调用holt() {1}}:

> print(holt(airmiles,h=15))
     Point Forecast    Lo 80    Hi 80    Lo 95    Hi 95
1961       32772.01 31455.62 34088.39 30758.77 34785.24
1962       34877.47 32594.37 37160.56 31385.77 38369.16
1963       36982.93 33767.27 40198.59 32065.00 41900.85
1964       39088.39 34912.84 43263.94 32702.44 45474.34
1965       41193.85 36015.50 46372.21 33274.24 49113.47
1966       43299.31 37070.39 49528.24 33773.00 52825.63
1967       45404.78 38076.33 52733.23 34196.88 56612.67
1968       47510.24 39033.57 55986.91 34546.29 60474.19
1969       49615.70 39942.98 59288.42 34822.56 64408.84
1970       51721.16 40805.71 62636.62 35027.41 68414.91
1971       53826.62 41622.95 66030.30 35162.71 72490.53
1972       55932.09 42395.93 69468.25 35230.32 76633.86
1973       58037.55 43125.82 72949.27 35232.03 80843.06
1974       60143.01 43813.77 76472.25 35169.60 85116.42
1975       62248.47 44460.85 80036.09 35044.65 89452.29