我从R中的VAR模型得到了一些输出,但我想知道如何将输出值转换为“真实的”,因为我区分了一些数据输入并应用了日志操作。
例如:
WTI <- diff(log(data[,"WTI"]))
US_TOTAL_OIL_STOCKS <- diff(log(data[,"US_TOTAL_OIL_STOCKS"]))
US_LIQ_PETR_STOCKS <- diff(log(data[,"US_LIQ_PETR_STOCKS"]))
US_OIL_PROD <- diff(log(data[,"US_OIL_PROD"]))
US_WINTER_DEGREE_DAYS <- diff(log(data[,"US_WINTER_DEGREE_DAYS"]))
ETHYLENE_SPOT_PIPELINE_CIF_WEST_EUROPE <- diff(log(data[,"ETHYLENE_SPOT_PIPELINE_CIF_WEST_EUROPE"]))
当我得到以下预测输出时:
$ETHYLENE_SPOT_PIPELINE_CIF_WEST_EUROPE
fcst lower upper CI
[1,] 6.066585e-02 -0.02692062 0.14825232 0.08758647
[2,] 4.301007e-02 -0.06308035 0.14910049 0.10609042
我想将它们转换为原始指标。在这种情况下,对于“USD / tonne”。
你可以帮帮我吗?