绘制 Arima：实际与预测

Question

我已经建立了一个 Arima 模型，并且想要可视化实际与预测。我创建了一个自定义函数来绘制实际值和预测值以查看新旧值如何分布在数据上，但它不起作用并给出错误。

我的数据：

structure(list(tradingDay = c("2010-09-20", "2010-09-21", "2010-09-22", 
"2010-09-23", "2010-09-24", "2010-09-27", "2010-09-28", "2010-09-29", 
"2010-09-30", "2010-10-01", "2010-10-04", "2010-10-05", "2010-10-06", 
"2010-10-07", "2010-10-08", "2010-10-11", "2010-10-12", "2010-10-13", 
"2010-10-14", "2010-10-15", "2010-10-18", "2010-10-19", "2010-10-20", 
"2010-10-21", "2010-10-22", "2010-10-25", "2010-10-26", "2010-10-27", 
"2010-10-28", "2010-10-29", "2010-11-01", "2010-11-02", "2010-11-03", 
"2010-11-04", "2010-11-05", "2010-11-08", "2010-11-09", "2010-11-10", 
"2010-11-11", "2010-11-12", "2010-11-15", "2010-11-16", "2010-11-17", 
"2010-11-18", "2010-11-19", "2010-11-22", "2010-11-23", "2010-11-24", 
"2010-11-26", "2010-11-29", "2010-11-30"), close = c(1084.5, 
1080, 1088.5, 1093.5, 1126, 1128.5, 1110, 1099, 1106.75, 1057, 
1054, 1071.75, 1062, 1065, 1135, 1152.5, 1178.5, 1176.5, 1188.5, 
1185, 1184, 1180, 1212, 1201.5, 1199.5, 1217.75, 1219, 1223.75, 
1225, 1226, 1225.25, 1223.75, 1227.5, 1264.75, 1273.5, 1264.5, 
1319.25, 1309.5, 1330.25, 1269, 1286.5, 1219.75, 1205, 1242, 
1201.5, 1221.5, 1239, 1255, 1238.5, 1235, 1243), predicted = c(1069, 
1084.5, 1080, 1088.5, 1093.5, 1126, 1129.78301886793, 1110, 1099, 
1107.4347071939, 1057, 1054, 1071.75, 1062, 1065, 1141.41447156232, 
1152.5, 1178.5, 1176.5, 1188.5, 1185, 1177.77921027082, 1181.55660377359, 
1213.74371069182, 1203.14150943396, 1201.12264150944, 1220.83567988792, 
1220.84591194969, 1225.62578616352, 1226.85534591195, 1227.76729559748, 
1226.92452830189, 1225.41194968553, 1229.1713836478, 1266.61320754717, 
1275.4213836478, 1266.41509433962, 1321.61949685535, 1298.22159153934, 
1336.44233899511, 1271.52597482938, 1288.67295597484, 1238.92349066464, 
1205, 1243.8710691824, 1201.5, 1221.5, 1239, 1255, 1238.5, 1235
)), row.names = c(NA, -51L), class = "data.frame")

我的代码：

vis_results <- function(r_df) {
  r_df %>% 
    select(arima_results$tradingDay, Actual = arima_results$close, Predicted = arima_results$predicted) %>% 
    gather(a, b, -arima_results$tradingDay) %>% 
    ggplot(aes(arima_results$tradingDay, b, color = a)) + 
    geom_line() + 
    geom_point() + 
    scale_color_manual(values = c("purple", "orange"), name = "") + 
    my_theme()
  
}

arima_results %>%
  vis_results() +
  labs(x = NULL, y = NULL)

错误：

Can't subset columns that don't exist.

Answer 1

您应该从您的函数中删除所有 arima_results$，然后它才能工作。

library(dplyr); library(tidyr); library(ggplot2)

vis_results <- function(r_df) {
  r_df %>% 
    select(tradingDay, Actual = close, Predicted = predicted) %>% 
    gather(a, b, -tradingDay) %>% 
    ggplot(aes(tradingDay, b, color = a)) + 
    geom_line() + 
    geom_point() + 
    scale_color_manual(values = c("purple", "orange"), name = "") 
    # + 
    #   my_theme()
}

arima_results %>%
  vis_results() +
  labs(x = NULL, y = NULL)

绘制 Arima：实际与预测

Plot Arima: Actual vs Predicted

r

plot

time-series

arima