R中的预测包Prediction Horizon问题 [英] Forecast package Prediction Horizon issue in R
问题描述
我是R的新手.我试图使用Holt方法进行预测,但遇到了这个奇怪的错误.我正在使用带有R(版本3.2.5)和Rstudio(版本0.99.896)的预测软件包V-7.1.我从R重新安装全部到Rstudio,但是没有用.从1到10的h仅起作用.有什么想法吗?
I am new to R. I was trying to predict using holt method but getting this strange error. I am using forecast package V-7.1 with R (version 3.2.5) and Rstudio (Version 0.99.896). I reinstall all from R to Rstudio but did not work. Only h from 1 to 10 works. Any idea??
library(forecast)
library(stats)
library(base)
x=data$cost
k<-holt(x,damped=TRUE)
m=forecast(k,h=20)
Error in forecast.forecast(k, h = 20) :
Please select a longer horizon when the forecasts are first computed
其他测试用例:
m=forecast(k,h=2000)
Error in forecast.forecast(k, h = 2000) :
Please select a longer horizon when the forecasts are first computed
m=forecast(k,h=10)
m=forecast(k,h=11)
Error in forecast.forecast(k, h = 11) :
Please select a longer horizon when the forecasts are first computed
m=forecast(k,h=100)
Error in forecast.forecast(k, h = 100) :
Please select a longer horizon when the forecasts are first computed
推荐答案
您需要在对holt()
的调用中而不是对forecast()
的调用中指定h
参数.
You need to specify the h
parameter in the call to holt()
, not in the call to forecast()
.
holt()
拟合模型 并计算预测.这与典型" R用法和其他与预测相关的功能(如ets()
,arima()
等)形成对比.因此,您甚至不需要在holt()
的输出上调用forecast()
:
holt()
fits a model and computes the forecast. This is in contrast to "typical" R usage and other forecasting-related functions, like ets()
, arima()
etc. So you don't even need to call forecast()
on the output of holt()
:
> print(holt(airmiles,h=15))
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
1961 32772.01 31455.62 34088.39 30758.77 34785.24
1962 34877.47 32594.37 37160.56 31385.77 38369.16
1963 36982.93 33767.27 40198.59 32065.00 41900.85
1964 39088.39 34912.84 43263.94 32702.44 45474.34
1965 41193.85 36015.50 46372.21 33274.24 49113.47
1966 43299.31 37070.39 49528.24 33773.00 52825.63
1967 45404.78 38076.33 52733.23 34196.88 56612.67
1968 47510.24 39033.57 55986.91 34546.29 60474.19
1969 49615.70 39942.98 59288.42 34822.56 64408.84
1970 51721.16 40805.71 62636.62 35027.41 68414.91
1971 53826.62 41622.95 66030.30 35162.71 72490.53
1972 55932.09 42395.93 69468.25 35230.32 76633.86
1973 58037.55 43125.82 72949.27 35232.03 80843.06
1974 60143.01 43813.77 76472.25 35169.60 85116.42
1975 62248.47 44460.85 80036.09 35044.65 89452.29
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