我如何用漂移解释ARIMA(2,1,0)

时间:2019-05-11 15:48:21

标签: r time-series arima

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?

0 个答案:

没有答案