[R] help in R code
Jim Lemon
drj|m|emon @end|ng |rom gm@||@com
Sat Oct 3 01:58:08 CEST 2020
Hi Faheem,
This is a complete guess, but the hours of the day may range from 0 to
23 not 1 to 24. So you may be asking for an out of range hour.
Jim
On Fri, Oct 2, 2020 at 10:00 PM Faheem Jan via R-help
<r-help using r-project.org> wrote:
>
>
> Hello , i am working in the functional time series using the multivariate time series data(hourly time series data). Sir i am using FAR model more than one order for which no statistical package is available in R, so for this i convert my data into functional form and obtained the functional principle component and from those FPCA i extract their corresponding FPCscores. Know i use the VAR model on those FPCscores for the forecasting of each 24 hours through the VAR model, but the VAR give me the forecasted value for all 23hours when i put phat=23, but whenever i put phat=24 i.e want to predict each 24 hours its give the results in the form of NA. the code is given below
> fdata<- function(mat){ nb = 27 # number of basis functions for the data fbf = create.fourier.basis(rangeval=c(0,1), nbasis=nb) # basis for data args=seq(0,1,length=24) fdata1=Data2fd(args,y=t(mat),fbf) # functions generated from discretized y return(fdata1)}prediction.ffpe = function(fdata1){ n = ncol(fdata1$coef) D = nrow(fdata1$coef) #center the data #mu = mean.fd(fdata1) data = center.fd(fdata1) #ffpe = fFPE(fdata1, Pmax=10) #p.hat = ffpe[2] #order of the model d.hat=23 p.hat=6 #fPCA fpca = pca.fd(data,nharm=D, centerfns=TRUE) scores = fpca$scores[,0:d.hat] # to avoid warnings from vars predict function below colnames(scores) <- as.character(seq(1:d.hat)) VAR.pre= predict(VAR(scores, p.hat), n.ahead=1, type="const")$fcst }
> kindly guide me that how can i solve out my problem or what error i doing. THANKS
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