Î用于生成ARIMA摘要的代码是
arimafore = forecast(auto.arima(sales), h = 12)
summary(arimafore)
对于12个月的预测,我得到了以下摘要:
Forecast method: ARIMA(2,1,0) with drift
Model Information:
Series: sales
ARIMA(2,1,0) with drift
Coefficients:
ar1 ar2 drift
-0.8102 -0.4819 2774.6233
s.e. 0.1750 0.1688 682.3571
sigma^2 estimated as 62683829: log likelihood=-248.34
AIC=504.67 AICc=506.78 BIC=509.39
Error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 63.40175 7256.336 5466.688 -0.2247928 4.024713 0.1580417 -0.1562984
Forecasts:
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
Feb 2018 173223.9 163077.5 183370.4 157706.3 188741.6
Mar 2018 176272.6 165945.0 186600.2 160477.8 192067.3
Apr 2018 181744.1 170775.0 192713.2 164968.3 198519.9
May 2018 182201.7 169589.9 194813.4 162913.7 201489.6
Jun 2018 185553.8 172511.7 198595.9 165607.6 205500.0
Jul 2018 188977.2 175195.2 202759.2 167899.5 210054.9
Aug 2018 190947.9 176308.7 205587.0 168559.2 213336.5
Sep 2018 194061.2 178885.2 209237.1 170851.6 217270.8
Oct 2018 196948.9 181112.2 212785.5 172728.8 221168.9
Nov 2018 199468.7 182991.1 215946.3 174268.3 224669.0
Dec 2018 202395.3 185371.4 219419.1 176359.6 228430.9
Jan 2019 205169.6 187564.3 222774.9 178244.6 232094.6
您能帮我解释ARIMA(2,1,0)的漂移吗?更多趋势模型吗?