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我正在尝试运行以下代码,以使用 ARDL 模型进行预测。但是,我收到的输出给了我下面的错误。将不胜感激的指导。谢谢你。

代码如下供参考

1. Set up Train Set Data

    cutoffYearStart <- 1947.75
    cutoffYearEnd <- 2016.75
    TrainData <- Data[which(Data$Time>=cutoffYearStart & Data$Time<=cutoffYearEnd),] 
    attach(TrainData)


2. Set up Test Set Data

    cutoffYearStart <- 2017.75
    cutoffYearEnd <- 2018.75
    TestData <- Data[which(Data$Time>=cutoffYearStart & Data$Time<=cutoffYearEnd),] 
    attach(TestData)

3. Run Model and Forecast

    Matrix<-data.matrix(TestData[,c(3,5,15,21)], rownames.force = NA)
    
    model.ardlDlm1= ardlDlm(Real_GDP_Ann_Lvl~Scientific_and_Technical_Journal_Articles_Ann_Yoy+Total_Investment_Ann_Lvl+Employment_Ann_Yoy,data=TrainData,p=1,q=1)
    summary(model.ardlDlm1)
    
    ForecastResult<-forecast(model.ardlDlm1, Matrix, h = 4 , interval = TRUE, level = 0.95 , nSim = 500)

输出:预测结果

as.vector(coefs) %*% obs 中的错误:参数不一致

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