执行预测时,我遇到了问题。
w=ts(mydat$age,frequency = 12,start=c(1946,1))
rainseriesforecasts <- HoltWinters(w, beta=FALSE, gamma=FALSE)
rainseriesforecasts
rainseriesforecasts$fitted
此代码不会预测初始值,它只是输出了这个。
> rainseriesforecasts$fitted
xhat level
Feb 1946 26.66300 26.66300
Mar 1946 25.27676 25.27676
Apr 1946 26.02494 26.02494
此代码使用80和95 CI
预测下一个值(后续期间)w=ts(mydat$age,frequency = 12,start=c(1946,1))
library("forecast")
m <- stats::HoltWinters(w)
p = predict(m)
pp = stats:::predict.HoltWinters(m)
p
forecast(m)
test=forecast:::forecast.HoltWinters(m,h=24)
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
Jan 1960 27.30020 26.32517 28.27523 25.80902 28.79139
Feb 1960 25.92822 24.83950 27.01694 24.26316 27.59327
Mar 1960 29.04779 27.85040 30.24518 27.21654 30.87905
如何使用Holt-Winters计算具有80%和95%CI的数据集初始值的预测? 在输出中,我期待下一步:
xhat level point 80 80 95 95
Feb 1946 26.66300 26.66300 28 28 26 29 29
Mar 1946 25.27676 25.27676 27 30 28 27 25
Apr 1946 26.02494 26.02494 28 29 25 25 25
mydat
structure(list(age = c(26.663, 23.598, 26.931, 24.74, 25.806,
24.364, 24.477, 23.901, 23.175, 23.227, 21.672, 21.87, 21.439,
21.089, 23.709, 21.669, 21.752, 20.761, 23.479, 23.824, 23.105,
23.11, 21.759, 22.073, 21.937, 20.035, 23.59, 21.672, 22.222,
22.123, 23.95, 23.504, 22.238, 23.142, 21.059, 21.573, 21.548,
20, 22.424, 20.615, 21.761, 22.874, 24.104, 23.748, 23.262, 22.907,
21.519, 22.025, 22.604, 20.894, 24.677, 23.673, 25.32, 23.583,
24.671, 24.454, 24.122, 24.252, 22.084, 22.991, 23.287, 23.049,
25.076, 24.037, 24.43, 24.667, 26.451, 25.618, 25.014, 25.11,
22.964, 23.981, 23.798, 22.27, 24.775, 22.646, 23.988, 24.737,
26.276, 25.816, 25.21, 25.199, 23.162, 24.707, 24.364, 22.644,
25.565, 24.062, 25.431, 24.635, 27.009, 26.606, 26.268, 26.462,
25.246, 25.18, 24.657, 23.304, 26.982, 26.199, 27.21, 26.122,
26.706, 26.878, 26.152, 26.379, 24.712, 25.688, 24.99, 24.239,
26.721, 23.475, 24.767, 26.219, 28.361, 28.599, 27.914, 27.784,
25.693, 26.881, 26.217, 24.218, 27.914, 26.975, 28.527, 27.139,
28.982, 28.169, 28.056, 29.136, 26.291, 26.987, 26.589, 24.848,
27.543, 26.896, 28.878, 27.39, 28.065, 28.141, 29.048, 28.484,
26.634, 27.735, 27.132, 24.924, 28.963, 26.589, 27.931, 28.009,
29.229, 28.759, 28.405, 27.945, 25.912, 26.619, 26.076, 25.286,
27.66, 25.951, 26.398, 25.565, 28.865, 30, 29.261, 29.012, 26.992,
27.897)), .Names = "age", class = "data.frame", row.names = c(NA,
-168L))