Question

我试图借助此link在自己的数据上实现ARIMA。（每日）数据由日期时间索引和一列值组成。

<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 1094 entries, 2013-01-01 to 2015-12-31
Data columns (total 1 columns):
Value    1094 non-null int64
dtypes: int64(1)
memory usage: 57.1 KB

我在使用get_forecast时遇到TypeError，其代码和完整错误如下。请帮我解决这个问题。

代码

# Get forecast 6 steps (1/2 year) ahead in future
n_steps = 6
pred_uc_99 = best_results.get_forecast(steps=6, alpha=0.01) # alpha=0.01 signifies 99% confidence interval
pred_uc_95 = best_results.get_forecast(steps=6, alpha=0.05) # alpha=0.05 95% CI

# Get confidence intervals 95% & 99% of the forecasts
pred_ci_99 = pred_uc_99.conf_int()
pred_ci_95 = pred_uc_95.conf_int()

错误

    ---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-65-732144d7938c> in <module>()
      1 # Get forecast 12 steps (1 year) ahead in future
      2 n_steps = 6
----> 3 pred_uc_99 = best_results.get_forecast(steps=6, alpha=0.01) # alpha=0.01 signifies 99% confidence interval
      4 pred_uc_95 = best_results.get_forecast(steps=6, alpha=0.05) # alpha=0.05 95% CI
      5 

C:\Users\...\Anaconda3\lib\site-packages\statsmodels\tsa\statespace\mlemodel.py in get_forecast(self, steps, **kwargs)
   2329         else:
   2330             end = steps
-> 2331         return self.get_prediction(start=self.nobs, end=end, **kwargs)
   2332 
   2333     def predict(self, start=None, end=None, dynamic=False, **kwargs):

C:\Users\...\Anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py in get_prediction(self, start, end, dynamic, exog, **kwargs)
   1880 
   1881         # Handle end (e.g. date)
-> 1882         _start = self.model._get_predict_start(start)
   1883         _end, _out_of_sample = self.model._get_predict_end(end)
   1884 

C:\Users\...\Anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py in _get_predict_start(self, start)
    139                         (str(start), str(dtstart)))
    140 
--> 141         self._set_predict_start_date(start)
    142         return start
    143 

C:\Users\...\Anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py in _set_predict_start_date(self, start)
    113         if start == len(dates):
    114             self.data.predict_start = datetools._date_from_idx(dates[-1],
--> 115                                                     1, self.data.freq)
    116         elif start < len(dates):
    117             self.data.predict_start = dates[start]

C:\Users\...\Anaconda3\lib\site-packages\statsmodels\tsa\base\datetools.py in _date_from_idx(d1, idx, freq)
     84     offset. For now, this needs to be taken care of before you get here.
     85     """
---> 86     return _maybe_convert_period(d1) + int(idx) * _freq_to_pandas[freq]
     87 
     88 

TypeError: unsupported operand type(s) for *: 'int' and 'NoneType'

使用来自statsmodel的get_forecast时发生TypeError

0 个答案: