June 2020
Beginner to intermediate
522 pages
9h 6m
Chinese
Content preview from R 语言经典实例（原书第 2 版）
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
448
｜
第
14
章
Residuals from ARIMA (1, 1, 1) (0, 0, 1) [4]
1
0
-
1
ACF
0.4
0.2
0.0
-
0.2
2000 2005 2010
4 8 12 16
count
15
10
5
0
-
2
-
1 0 1
Lag residuals
图 14-15：残差图：问题模型
以上都是基本的诊断，但它们是模型诊断的一个良好起点。找到一本关于 ARIMA 模型
的好书并执行建议的诊断检验，然后再确定模型是合理的。其他对残差进行的诊断可
包括：
•
正态性检验
•
Q-Q 图
•
拟合值的散点图
14.21 用 ARIMA 模型进行预测
14.21.1 问题
已经使用 forecast 包对时间序列构建 ARIMA 模型。需要预测序列未来的观测值。
14.21.2 解决方案
将模型保存在对象中，然后将函数 forecast 应用于对象。此示例从 14.19 节中保存模
型并预测接下来的八个观测值：
m <- arima(euretail, order = c(0, 1, 3), seasonal = c(0, 1, 1),
fixed = c(0, NA, NA, NA))
forecast(m)
#> Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
#> 2012 Q1 95.1 94.6 95.6 94.3 95.9
#> 2012 Q2 95.2 94.5 95.9 94.1 96.3
#> 2012 Q3 95.2 94.2 96.3 93.7 ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.