如何解决无法在 R 中使用预测
假设我模拟了以下数据
alpha = 0.9
beta = 0.2
delta = alpha
yt1 = rnorm(1,mean =10,sd = 1)
xt1 = rnorm(1,mean = 1,sd = 1)
Yt <- (alpha * yt1) + (beta * xt1) + rnorm(1,1)
T = 1320 #from a set of {330,990,1320}
xt <-c(xt1)
for (i in 2:T) {
xt[i] <- alpha * xt[i-1] +rnorm(1,1)
}
plot(xt)
lines(xt)
yt <-c(yt1)
for (i in 2:T) {
yt[i] <- (alpha * yt[i-1]) + (beta * xt[i-1]) + rnorm(1,1)
}
plot(yt)
lines(yt)
yt <- as.ts(yt)
xt <- as.ts(xt)
uu <- dynlm(yt ~ L(yt,(1:4))+ L(xt,(1:10)))
forecast(uu)
当我尝试预测时,出现以下错误:
Error in model.frame.default(Terms,newdata,na.action = na.action,xlev = object$xlevels) :
variable lengths differ (found for 'L(xt,(1:10))')
In addition: Warning message:
'newdata' had 10 rows but variables found have 1317 rows.
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