在R中绘制auto.arima前景色时,如何获取在X轴上绘制的实际日期? [英] How to get the actual date plotted in X axis while plotting the auto.arima forecase in R?
问题描述
我有一个包含"DATE"和"GOLD PRICE"变量的黄金价格数据集.在R中完成所有预处理步骤后,我通过ts或xts函数将数据帧对象转换为时间序列,并通过adf测试.
I have a gold price data set with "DATE" and "GOLD PRICE" variables.After doing all the pre processing steps in R,I convert the data frame object to time series by ts or xts function and check for stationary through adf test.
现在通过启用预测库,我运行auto.arima函数并预测接下来的十个值.
Now by enabling forecast library I run auto.arima function and forecast next ten values.
x <- "DATE" "GOLD PRICE"
01-01-2006 1326
x.xts <- xts(x$GOLD PRICE,X$DATE),
fit <- auto.arima(x.xts)
forecast <- forecast(fit,h=10)
现在,当我绘制预测时,我得到了一些用x代替实际日期绘制的值.我能够从x.xts
到index(x.xts)
获得日期.但我想从预测中提取它,然后将其绘制在图表中,以便更好地理解.
Now when I plot the forecast I get some values plotted in x instead of actual dates.I am able to get the date from x.xts
through index(x.xts)
. But I want to extract it from forecast to get it plotted in graph for better understanding.
有人用R代码帮助我解决这个问题.
Someone please help me through this with the R codes.
推荐答案
在创建ts
(或xts
)对象时,需要明确注明日期.使用可复制的示例:
You need to explicitly note the date when creating the ts
(or xts
) object. Using a reproducible example:
library("forecast")
data("gas")
# gas is already a TS object.
# We remove it and recreate it to show the appropriate method
gas2 <- vector(gas); rm(gas)
gas <- ts(gas2, start= c(1956,1), frequency= 12)
fit <- auto.arima(gas)
forecast(fit, h= 10)
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
Sep 1995 57178.66 54885.61 59471.71 53671.74 60685.58
Oct 1995 53080.77 50466.09 55695.46 49081.96 57079.59
Nov 1995 50940.76 48086.64 53794.87 46575.77 55305.75
Dec 1995 40923.84 37931.85 43915.84 36347.99 45499.70
Jan 1996 43739.23 40654.37 46824.09 39021.35 48457.12
Feb 1996 43706.56 40557.77 46855.34 38890.91 48522.20
Mar 1996 47849.24 44653.96 51044.52 42962.48 52736.00
Apr 1996 50204.88 46974.32 53435.44 45264.16 55145.60
May 1996 56691.41 53432.91 59949.91 51707.96 61674.86
Jun 1996 61053.42 57771.93 64334.92 56034.81 66072.04
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