Question

下面的ucm_Forecast函数为纯时间序列的预测提供负值（无回归）。谁能帮我理解为什么？

我在这里只写多余的东西，因为我只允许在上面的段落中发帖。我收到消息“看起来您的帖子主要是代码；请添加一些详细信息”。 AI的另一面。

library(rucm)
reg<-data.frame(a=c(3,7,2,4,8,3,7,7,5,9),b=c(9,5,6,2,1,7,3,5,8,4))
reg<-as.matrix(reg)
reg1<-data.frame()
h<-4
x1=ts(c(5979511 ,13608701,  6193970 , 5269967 ,10424370 , 9504397),frequency=365.25/52)
u<-ucm_Forecast(x1,h,reg1)
u
#d<-cbind(as.data.frame(x1),reg[1:length(x1),])

ucm_Forecast=function(x,h,xreg){

  if (ncol(xreg)>=1){

    xregFit=data.frame(xreg[1:length(x),],check.names=FALSE)
    x<-x/10000
    d<-cbind(data.frame(x=x),xregFit)
    independent <- paste0("`", names(d)[-1], "`", collapse = " + ")
    fit_ucm<- ucm(as.formula(paste0("`",names(d[1]),"` ~", independent)), data = d, level = TRUE, slope=TRUE, cycle = TRUE, cycle.period = 365.25/52)
    print("right before predict")



    newdata1 <- SSModel(as.formula(paste0("rep(NA,h) ~ ", independent, 
                                          "+ SSMtrend(2, Q =  list(fit_ucm$est.var.level,fit_ucm$est.var.slope))",
                                          "+ SSMcycle(365.25/52, Q = fit_ucm$est.var.cycle)")), H = fit_ucm$irr.var, data=as.data.frame(xreg[(length(x)+1):(length(x)+h),]))
    fcst<-predict(fit_ucm$model, newdata=newdata1)

    #fcst<-predict(fitucm$model, xreg=xreg[(length(x)+1):(length(x)+h),])
    print("right after predict")
    fcst<-fcst*10000
    print(fcst)

  } else {
    x<-x/10000
    x<-as.data.frame(x)
    fit_ucm<- ucm(formula = x~0, data = x, level = TRUE, slope=TRUE,cycle=TRUE,cycle.period=265.52/52)
    newdata1 <- SSModel(as.formula(paste0("rep(NA,h) ~ ",  
                                          " SSMtrend(2, Q =  list(fit_ucm$est.var.level,fit_ucm$est.var.slope))",
                                          "+ SSMcycle(365.25/52, Q = fit_ucm$est.var.cycle)")), H = fit_ucm$irr.var)

    fcst<-predict(fit_ucm$model, newdata=newdata1, n.ahead = h)
    fcst<-fcst*10000
    fcst
  }

  return(fcst)
}

ucm模型给出负面预测

0 个答案: