在月度时间序列线性模型中拟合Vs残差

时间:2016-10-01 22:30:13

标签: time-series forecasting tidyr

我试图绘制经典" Fitted vs Residual"时间序列线性模型对fpp包中花式时间序列的绘图:

结构(c(1664.81,2397.53,2840.71,3547.29,3752.96,3714.74, 4349.61,3566.34,5021.82,6423.48,7600.6,19756.21,2499.81, 5198.24,7225.14,4806.03,59.00.88,4951.34,6179.12,4752.15, 5496.43,5835.1,12600.08,28541.72,4717.02,5702.63,9957.58, 5304.78,6492.43,6630.8,7349.62,8176.62,8573.17,9690.5, 15151.84,34061.01,5921.1,5814.58,12421.25,6369.77,7609.12, 7224.75,8121.22,7799.25,8093.06,8476.7,17914.66,30114.41, 4826.64,6470.23,9638.77,8821.17,8722.37,10209.48,11276.55, 12552.22,11637.39,13606.89,21822.11,45060.69,7615.03,9849.69, 14558.4,11587.33,9332.56,13082.09,16732.78,1888.61,23933.38, 25391.35,36024.8,80721.71,10243.24,11266.88,21882.84,17357.33, 15997.79,18601.53,26155.15,28586.52,30505.41,30821.33,46634.38, 104660.67),. Tsp = c(1987,1993.91666666667,12),class =" ts")

library(fpp)
fit = tslm(fancy ~ trend + season)
plot(fitted(fit), residuals(fit), xlab = "Predicted scores", ylab = "Residuals") 

情节很混乱,因为拟合(拟合)和残差(拟合)又是月度时间序列对象,因此散点图不起作用。

如何在正常的lm中像往常一样显示散点图?

感谢您的帮助。

1 个答案:

答案 0 :(得分:0)

谢谢大家,

我通过在绘图之前将ts转换为向量找到了一个快速的转变:

fit_vector <- as.vector(fitted(fit))
fit_residuals <- as.vector(residuals(fit))
plot(fit_vector, fit_residuals, xlab = "Predicted scores", ylab = "Residuals") 
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