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我正在尝试使用fableR 中的包创建 VAR 预测并将两个变量绘制为扇形图。

library(tidyverse)
library(tsibble)
library(fable)

# Create dataset (tsibble format)

data <- structure(list(date = structure(c(16436, 16526, 16617, 16709, 
16801, 16892, 16983, 17075, 17167, 17257, 17348, 17440, 17532, 
17622, 17713, 17805, 17897, 17987, 18078, 18170, 18262, 18353, 
18444), fiscal_start = 1, class = c("yearquarter", "vctrs_vctr"
)), GDP_NAM = c(-1.87308398729904, 2.290631067509, 0.993462708465565, 
-1.29041209029221, 1.12545485962681, -2.636526517961, 1.64791593479841, 
-0.127800586695059, -0.649131035554795, -1.41838122120497, -0.0727559182898574, 
2.61173864035165, 0.408195006166245, 2.14851460203356, -3.43206431417578, 
-3.21097438990066, -0.633222142832857, 3.62032490350241, -1.88466472673507, 
3.1882672460176, -6.25889275693812, -5.63387155573629, -2.47686181080518
), CPI_NAM = c(-0.00946230989793406, 1.15917422619178, 1.26429447879497, 
0.986332225049047, 2.41168238340004, 1.84115722165812, 1.41639006961984, 
1.35342674612451, 2.79543996486087, 0.605266622518563, 0.554959915380682, 
1.07421168196309, 1.2403520539725, 0.862800885835391, 1.26464488451186, 
1.75852063191533, 0.546966935763926, 0.534163056633208, 0.63109068920264, 
0.935286647736344, 0.159975810472712, 0.208743967794067, 0.973862299523898
)), row.names = c(NA, -23L), key = structure(list(.rows = structure(list(
    1:23), ptype = integer(0), class = c("vctrs_list_of", "vctrs_vctr", 
"list"))), row.names = c(NA, -1L), class = c("tbl_df", "tbl", 
"data.frame")), index = structure("date", ordered = TRUE), index2 = "date", interval = structure(list(
    year = 0, quarter = 1, month = 0, week = 0, day = 0, hour = 0, 
    minute = 0, second = 0, millisecond = 0, microsecond = 0, 
    nanosecond = 0, unit = 0), .regular = TRUE, class = c("interval", 
"vctrs_rcrd", "vctrs_vctr")), class = c("tbl_ts", "tbl_df", "tbl", 
"data.frame"))

var_model <- data %>%
  model(VAR(vars(GDP_NAM, CPI_NAM) ~ AR(2)))

# Generate forecasts
fc <- var_model %>% forecast(h="1 year") 

# Plot fan chart
autoplot(
  fc, 
  data, 
  level=seq(10,90,by=10),
  color = 'red',
  show_gap = FALSE
) +
  theme(legend.position="none")

当我尝试运行autoplot命令时，出现以下错误

Error: Join columns must be present in data.
x Problem with `.response`.

知道如何解决这个问题吗？TIA

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0 回答 0