Question

我是vars包中的新手，并使用Canada数据进行了一些测试。我的简单代码如下。我想知道为什么当我调用预测函数时输出有10行。我以为我只会得到一排（预测值和置信区间），因为我试图提前一个月预测。谢谢！

data(Canada)
varfit <- VAR(Canada, p = 2, type = "const")
pred <- predict(varfit, n.head = 1)
pred

以下是结果。每个都有十行。

$e
          fcst    lower    upper        CI
 [1,] 962.6557 961.9446 963.3668 0.7111044
 [2,] 963.6538 962.3422 964.9654 1.3116050
 [3,] 964.6932 962.8261 966.5603 1.8670903
 [4,] 965.6882 963.3092 968.0671 2.3789396
 [5,] 966.5814 963.7240 969.4387 2.8573301
 [6,] 967.3460 964.0344 970.6576 3.3116112
 [7,] 967.9769 964.2302 971.7236 3.7467269
 [8,] 968.4827 964.3193 972.6461 4.1633974
 [9,] 968.8798 964.3200 973.4396 4.5597736
[10,] 969.1877 964.2546 974.1208 4.9330961

$prod
          fcst    lower    upper       CI
 [1,] 417.2623 415.9835 418.5411 1.278808
 [2,] 417.7410 415.7854 419.6965 1.955532
 [3,] 418.2196 415.7674 420.6717 2.452134
 [4,] 418.5639 415.6897 421.4380 2.874136
 [5,] 418.7644 415.5065 422.0224 3.257935
 [6,] 418.8374 415.2253 422.4494 3.612043
 [7,] 418.8097 414.8748 422.7446 3.934890
 [8,] 418.7110 414.4881 422.9340 4.222973
 [9,] 418.5693 414.0952 423.0435 4.474127
[10,] 418.4083 413.7200 423.0966 4.688305

$rw
          fcst    lower    upper       CI
 [1,] 470.2954 468.7660 471.8247 1.529348
 [2,] 470.8948 468.8195 472.9701 2.075289
 [3,] 471.5360 469.0592 474.0128 2.476757
 [4,] 472.2490 469.4525 475.0456 2.796577
 [5,] 473.0652 469.9976 476.1329 3.067654
 [6,] 473.9943 470.6851 477.3035 3.309184
 [7,] 475.0275 471.4966 478.5584 3.530898
 [8,] 476.1454 472.4082 479.8825 3.737164
 [9,] 477.3237 473.3938 481.2536 3.929867
[10,] 478.5375 474.4271 482.6478 4.110375

$U
          fcst    lower    upper        CI
 [1,] 6.428832 5.880708 6.976957 0.5481244
 [2,] 5.903919 5.017510 6.790327 0.8864083
 [3,] 5.396177 4.219319 6.573035 1.1768580
 [4,] 4.949219 3.518061 6.380377 1.4311576
 [5,] 4.595008 2.932516 6.257500 1.6624923
 [6,] 4.343933 2.463420 6.224445 1.8805126
 [7,] 4.191928 2.102592 6.281265 2.0893366
 [8,] 4.126745 1.837864 6.415625 2.2888805
 [9,] 4.132323 1.655370 6.609276 2.4769529
[10,] 4.191762 1.540817 6.842707 2.6509449

Answer 1

试试pred = predict(varfit, n.ahead =1)。这应该解决你的问题。

vars包中predict函数的输出

1 个答案: