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  • 不知道怎么改的尴尬R语言的ARIMA模型预测

    数据还有很多没弄好,程序还没弄完全好。

    > read.xlsx("H:/ProjectPaper/论文/1.xlsx","Sheet1")

    > item<- read.xlsx("H:/ProjectPaper/论文/1.xlsx","Sheet1")

    > item<- ts(item,start=c(2014))

    > plot.ts(item)

    > itemdiff<- diff(item,differences=1)
    > plot.ts(itemdiff)
    > itemdiff2<- diff(item,differences=2)
    > plot.ts(itemdiff2)
    > itemdiff3<- diff(item,differences=3)
    > plot.ts(itemdiff3)
    > acf(itemdiff2,lag.max=20)
    > acf(itemdiff2,lag.max=20,plot=FALSE)

    Autocorrelations of series ‘itemdiff2’, by lag

    0 1 2 3 4 5 6 7
    1.000 -0.668 0.177 0.004 -0.111 0.255 -0.289 0.275
    8 9 10 11 12 13 14
    -0.282 0.204 -0.016 -0.191 0.281 -0.197 0.058

    > pacf(itemdiff2,lag.max=20)
    > pacf(itemdiff2,lag.max=20,plot=FALSE)

    Partial autocorrelations of series ‘itemdiff2’, by lag

    1 2 3 4 5 6 7 8 9
    -0.668 -0.484 -0.339 -0.499 -0.208 -0.297 0.061 -0.068 0.011
    10 11 12 13 14
    0.140 -0.142 -0.169 -0.033 -0.148

    > itemarima<-arima(item,order=c(1,2,1))
    > itemarima

    Call:
    arima(x = item, order = c(1, 2, 1))

    Coefficients:
    ar1 ma1
    -0.4631 -1.0000
    s.e. 0.2145 0.2463

    sigma^2 estimated as 602016: log likelihood = -122.96, aic = 251.92

    > library(forecast)
    > itemarimaforecast<-forecast(itemarima,h=5,level=c(99.5))
    > itemarimaforecast

    Point Forecast Lo 99.5 Hi 99.5
    2031 5777.286 3529.572 8025.001
    2032 5780.032 3164.663 8395.400
    2033 5818.222 2592.498 9043.945
    2034 5839.998 2169.228 9510.768
    2035 5869.375 1721.669 10017.081
    > plot.forecast(itemarimaforecast$residuals)
    Error in plot.forecast(itemarimaforecast$residuals) :
    没有"plot.forecast"这个函数
    > acf(itemarimaforecast$residuals,lag.max=20)
    > Box.test(itemarimaforecast$residuals, lag=20, type="Ljung-Box")

    Box-Ljung test

    data: itemarimaforecast$residuals
    X-squared = NA, df = 20, p-value = NA

    > plot.ts(itemarimaforecast$residuals)

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  • 原文地址:https://www.cnblogs.com/babyfei/p/7531133.html
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