Forecast package Prediction Horizon issue in R

问题

I am new to R. I was trying to predict using holt method but getting this strange error. I am using forecast package V-7.1 with R (version 3.2.5) and Rstudio (Version 0.99.896). I reinstall all from R to Rstudio but did not work. Only h from 1 to 10 works. Any idea??

  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

Other testing cases:

 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

回答1:

You need to specify the h parameter in the call to holt(), not in the call to forecast().

holt() fits a model and computes the forecast. This is in contrast to "typical" R usage and other forecasting-related functions, like ets(), arima() etc. So you don't even need to call forecast() on the output of holt():

> 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

来源：https://stackoverflow.com/questions/36922955/forecast-package-prediction-horizon-issue-in-r

标签

forecasting

prediction