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我已经安装了包forecast v5.8，过了一会儿我将它更新为forecast v6.1。我auto.arima()对每小时的数据应用了函数。但是我在 arima 模型中有inf ，在预测v6.1中具有非零均值，而在 forecsat v5.8中有一个值。

为什么会这样？我将只放一些结果模型

预测 v5.8

>auto.arima(ep_m,approximation = F,stepwise = F,trace = T)
  ARIMA(0,0,0)(0,0,1)[24] with non-zero mean : 3693.726
  ARIMA(0,0,2)(2,0,0)[24] with non-zero mean : 1712.235
  ARIMA(0,0,0)(0,0,2)[24] with non-zero mean : 3292.21
  ARIMA(1,0,0)(1,0,0)[24] with non-zero mean : 1450.052

  Series: ep_m 
  ARIMA(2,0,2)(1,0,0)[24] with non-zero mean 

  Coefficients:
           ar1      ar2      ma1     ma2    sar1  intercept
        1.8472  -0.9088  -0.7574  0.0879  0.5968    29.5869
  s.e.  0.0219   0.0217   0.0479  0.0391  0.0473     0.2868

  sigma^2 estimated as 0.3774:  log likelihood=-700.47
  AIC=1414.94   AICc=1415.1   BIC=1447.23

预测 v6.1

 >auto.arima(ep_m,approximation = F,stepwise = F,trace = T)
  ARIMA(0,0,0)(0,0,1)[24] with non-zero mean : inf
  ARIMA(0,0,2)(2,0,0)[24] with non-zero mean : inf
  ARIMA(0,0,0)(0,0,2)[24] with zero mean     : Inf
  ARIMA(1,0,0)(1,0,0)[24] with non-zero mean : Inf

  Series: ep_m 
  ARIMA(1,0,2)(2,0,0)[24] with non-zero mean 

  Coefficients:
           ar1      ma1     ma2    sar1    sar2  intercept
        0.9058  -0.0197  0.0924  0.4766  0.4571    29.2759
  s.e.  0.0178   0.0422  0.0396  0.0341  0.0343     2.2677

  sigma^2 estimated as 0.3087:  log likelihood=-642.71
  AIC=1299.41   AICc=1299.57   BIC=1331.7

这给了我一个不同的最佳 ARIMA。

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1 回答 1

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有关预测包后续版本的更改，请参阅变更日志。

在 v6.0 中，对近单位根的测试变得更加严格，这意味着对于以前认为可以的某些模型返回 Inf AIC。

于 2016-12-03T22:45:47.527 回答