如何在r中找到時間序列數據的AR，MA，ARIMA.ARMA，SARIMA，SARMA

Question

library(readxl) export1 <- read_excel("C:/Users/Hazeeb/OneDrive/Desktop/data/export1.xlsx") View(export1) class(export1) #> [1] "tbl_df" "tbl" "data.frame" #> export1t=ts(export1$`CURRENT TOTAL EXPORT`, frequency = 12, start = c(2007, 1),end = c(2019,12)) #> export1t #> Jan Feb Mar Apr May Jun Jul Aug Sep #> 2007 21.97 52.46 53.69 67.32 58.01 53.44 78.83 41.49 37.05 #> 2008 60.26 73.61 51.58 52.95 51.85 86.90 27.57 72.81 42.29 #> 2009 32.80 49.09 53.57 84.30 50.06 46.05 44.04 38.87 47.03 #> 2010 30.46 54.54 48.64 56.41 32.14 48.26 36.17 41.42 39.25 #> 2011 50.17 32.29 45.84 38.02 59.10 46.73 65.44 42.21 64.97 #> 2012 39.99 47.38 77.35 37.34 57.62 46.82 37.32 38.87 75.89 #> 2013 42.36 32.51 88.73 78.91 42.73 55.51 53.42 49.05 82.50 #> 2014 789.81 115.17 39.49 38.70 46.60 33.98 46.87 44.69 406.71 #> 2015 50.74 38.98 41.21 69.58 49.10 46.40 49.03 61.16 91.44 #> 2016 48.08 41.32 50.20 86.05 45.18 60.36 64.85 60.35 187.72 #> 2017 136.71 121.77 152.54 109.91 83.52 120.64 131.19 59.21 110.85 #> 2018 104.66 88.19 98.40 86.78 61.65 61.22 96.28 70.20 107.98 #> 2019 93.99 78.26 57.61 72.30 89.50 138.46 99.57 71.32 81.77 #> Oct Nov Dec #> 2007 74.55 41.66 32.44 #> 2008 145.88 132.63 136.22 #> 2009 49.55 36.44 43.18 #> 2010 42.14 32.13 46.10 #> 2011 59.12 57.85 67.52 #> 2012 72.72 58.14 37.51 #> 2013 72.06 601.60 43.00 #> 2014 61.96 67.01 54.34 #> 2015 82.08 89.70 71.91 #> 2016 227.43 106.45 100.47 #> 2017 134.85 145.95 118.22 #> 2018 139.42 117.76 99.14 #> 2019 136.79 146.66 197.65 class(export1t) #> [1] "ts" library(tseries) library(forecast) plot(export1t,xlab="YEAR",ylab="CURRENT TOTAL EXPORT") #> Error in plot.new() : figure margins too large plot.ts(export1t,xlab="YEAR",ylab="CURRENT TOTAL EXPORT") #> Error in plot.new() : figure margins too large acf(export1t) #> Error in plot.new() : figure margins too large pacf(export1t) #> Error in plot.new() : figure margins too large

Answer 1

你的語法在這里不太對。 使用ts時，您應該設置一個frequency （此處為 12，表示月份）。 然后， start參數需要兩個整數 - 起始年份和起始月份。

您正在嘗試將DATE的第一項傳遞給 start，但是 a) 這不是start需要的參數類型，b) 您在字符串周圍沒有引號，並且 c) 即使您這樣做了，這也不是R 識別的日期格式。

你只需要做：

ts(export1$`CURRENT TOTAL EXPORT`, frequency = 12, start = c(2007, 1))
#>       Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct
#> 2007 22.0 52.5 53.7 67.3 58.0 53.4 78.8 41.5 37.0 74.6