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）
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时间序列分析
｜
449
#> 2012 Q4 95.3 93.9 96.6 93.2 97.3
#> 2013 Q1 94.5 92.8 96.1 91.9 97.0
#> 2013 Q2 94.5 92.6 96.5 91.5 97.5
#> 2013 Q3 94.5 92.3 96.7 91.1 97.9
#> 2013 Q4 94.5 92.0 97.0 90.7 98.3
14.21.3 讨论
函数 forecast 将根据模型计算未来的观测值及其标准误差。它返回一个包含 10 个元
素的列表。当我们输出模型时，正如我们刚才所做的那样，预测会返回预测的时间序列
点、预测值和两对置信区间：上 / 下 80% 和上 / 下 95%。
如果我们想要仅提取预测值，我们可以通过将结果赋值给对象，然后提取名为 mean 的
列表项：
fc_m <- forecast(m)
fc_m$mean
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 2012 95.1 95.2 95.2 95.3
#> 2013 94.5 94.5 94.5 94.5
结果是函数 forecast 预测的时间序列对象。
14.22 绘制预测结果
14.22.1 问题
已经使用 forecast 包创建了时间序列预测，现在想要绘制预测结果。
14.22.2 解决方案
对于 forecast 包创建的时间序列模型，可以使用 ggplot2 轻松创建图形，如图 14-16
所示：
fc_m <- forecast(m)
autoplot(fc_m)
14.22.3 ...
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