R 中的预测包 Prediction Horizo​​n 问题

Forecast package Prediction Horizon issue in R

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)的预测包 V-7.1。我将所有内容从 R 重新安装到 Rstudio,但没有用。只有 h 从 1 到 10 有效。有什么想法吗??

  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

您需要在调用 holt() 时指定 h 参数,而不是调用 forecast().

holt() 拟合模型 并且 计算预测。这与 "typical" R 用法和其他与预测相关的函数(如 ets()arima() 等)形成对比。因此您甚至不需要在输出上调用 forecast()holt() 个:

> 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