R中的预测包Prediction Horizo​​n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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