我用这些数据加载了一个数据框(名为 stock):
day value
2000-12-01 00:00:00 11.809242
2000-12-01 06:00:00 10.919792
2000-12-01 12:00:00 13.265208
2000-12-01 18:00:00 13.005139
2000-12-02 00:00:00 10.592222
2000-12-02 06:00:00 8.873160
2000-12-02 12:00:00 12.292847
2000-12-02 18:00:00 12.609722
2000-12-03 00:00:00 11.378299
2000-12-03 06:00:00 10.510972
2000-12-03 12:00:00 8.297222
2000-12-03 18:00:00 8.110486
2000-12-04 00:00:00 8.066154
我尝试使用 arima() 模型来实现预测:
requires(forecast)
fit <- Arima(stock$value,c(3,1,2))
fcast <- forecast(fit, h = 5)
之后,我想从预测过程中获取情节。但是,我尝试使 x 轴有日子。直到现在我有这个:
x = as.POSIXct( stock$day , format = "%Y-%m-%d %H:%M:%S" )
plot(fcast, xaxt="n")
a = seq(x[1], by="min", length=nrow(stock))
axis(1, at = a, labels = format(a, "%Y-%m-%d %H:%M:%S"), cex.axis=0.6)