ARIMA拟合模型给出的结果为空

ARIMA拟合模型给出的结果为空,r,arima,R,Arima,我试图绘制残差与拟合值的对比图,但当我在ARMA模型上使用拟合函数时,我收到的输出为空。 我使用的数据是大约在-5和5之间的500个值。 数据应通过ARMA1,1过程进行良好建模 我不确定以下代码中的问题是什么 模型使用以下代码 图书馆预测 >警告:包“forecast”是在R版本3.5.3下生成的 z开始=1 >结束=500 >频率=1 > [1] -0.0015806455 0.0799286719 -0.1409297625 0.0479671123 -0.1228818961 >

我试图绘制残差与拟合值的对比图,但当我在ARMA模型上使用拟合函数时,我收到的输出为空。 我使用的数据是大约在-5和5之间的500个值。 数据应通过ARMA1,1过程进行良好建模

我不确定以下代码中的问题是什么

模型使用以下代码

图书馆预测 >警告:包“forecast”是在R版本3.5.3下生成的 z开始=1 >结束=500 >频率=1 > [1] -0.0015806455 0.0799286719 -0.1409297625 0.0479671123 -0.1228818961 > [6] 0.0940340261 -0.0395403451 0.0930088194 -0.0504654231 0.0154369074 > [11] 0.0133157834 -0.0398617697 0.0848056118 -0.1391454237 0.1515008682 > [16] -0.1467538990 0.1805508412 -0.1879896786 0.0793030786 -0.1378767013 > [21] 0.0249573249 0.0287911357 -0.0351466073 -0.0204974526 0.0461081760 > [26] 0.0026239567 0.0460184801 -0.0203468288 0.0828714994 -0.1221614534 > [31] 0.0877768930 -0.1300021809 0.1775641943 -0.1583465561 0.0598343159 > [36] 0.0383818418 -0.0412695391 -0.0322236465 -0.0045104996 0.0464239480 > [41] -0.0873485626 0.1217045601 -0.0466749971 -0.0100498122 0.0800410409 > [46] -0.0299737152 -0.0614290196 0.0263853310 -0.0265231697 0.0694531484 > [51] 0.0298069473 -0.0408218386 -0.0140498359 -0.0338596582 0.0378135790 > [56] 0.0005786616 0.0066221013 -0.0229934639 -0.0408114564 0.1034192284 > [61] -0.0377462959 -0.0257183236 -0.0322490101 -0.0111188196 0.0407765161 > [66] 0.0503798846 -0.0390813201 0.0948137913 -0.1497653064 0.0903615396 > [71] -0.0827762735 0.0019291654 -0.0496267125 0.0970206197 -0.0931098112 > [76] 0.0735280460 0.0086683535 -0.0199644624 -0.0002643464 0.0869008538 > [81] -0.0204382045 -0.0639750387 -0.0111928636 -0.0319269965 0.0897082975 > [86] -0.1231369993 0.0746107817 -0.0543711631 0.0056392789 -0.0642910157 > [91] 0.0706781787 0.0120862153 0.0159663078 -0.0730658685 0.0837554717 > [96] 0.0197429018 -0.0560623745 0.0776559650 -0.0808164436 -0.0082439969 > [101] -0.0357098828 0.0132052455 -0.0815812696 0.1186676628 -0.1277749333 > [106] 0.1277066903 -0.0914505386 0.0533966779 0.0102037355 0.0279883047 > [111] -0.0811406552 0.1212558120 -0.0877936586 0.1084079690 -0.1269089632 > [116] 0.1391932820 -0.0159836164 0.0100766075 0.0028410998 0.0786503805 > [121] -0.0516762816 0.0152099611 -0.0599428484 0.1284742491 -0.0168351682 > [126] 0.0648963409 0.0019635567 0.0818920976 -0.0573381183 0.0346615048 > [131] -0.0372407913 -0.0482556686 0.0374608687 -0.0196944986 -0.0259857030 > [136] -0.0661423447 0.0449849608 -0.0088458317 0.0012445222 -0.0368579185 > [141] -0.0248778616 -0.0081077663 0.0744412577 -0.1315420519 0.0386156339 > [146] 0.0231558591 0.0494305331 -0.1055739416 0.0748404861 -0.0532585073 > [151] 0.0474897484 0.0152686161 0.0462263086 -0.0051924179 0.0583029703 > [156] -0.0013862901 -0.0456514139 0.0310454056 -0.0003521619 -0.0049355367 > [161] -0.0523830774 0.0596767804 -0.1155786218 0.1455602295 -0.0517246838 > [166] 0.0866360162 -0.0631074760 0.0991277528 -0.1073100396 0.0881465371 > [171] 0.0176332718 -0.0523389260 -0.0300377628 0.1071425810 -0.0447753946 > [176] -0.0140462900 0.0089771025 -0.0607728545 0.0354816226 -0.0583115285 > [181] 0.0441725572 -0.1010844880 0.1277178696 -0.0858740586 0.1352428209 > [186] -0.1692240491 0.0833982337 -0.1343390578 0.0863563683 0.0079788036 > [191] 0.0451385447 -0.0305476615 0.0724859272 -0.0319277030 0.0875179824 > [196] -0.1143069402 0.1428043464 -0.0542025365 0.0691813621 -0.1378836483 > [201] 0.1548367687 -0.1547689318 0.0466587034 -0.0270980299 0.0617565456 > [206] -0.1153437078 0.0819353251 -0.0886510700 0.0086937995 -0.0097789550 > [211] -0.0618482380 0.1113973826 -0.0825907319 0.0645605858 -0.0099850724 > [216] -0.0315631929 0.0921659522 -0.1340849744 0.1033218258 -0.1417316946 > [221] 0.0868881723 -0.1081003833 0.0686838112 0.0146099431 0.0520422776 > [226] 0.0078375045 -0.0296319158 0.0563414844 0.0421604164 -0.0997564843 > [231] 0.1578777288 -0.1957675156 0.2243556112 -0.2127929966 0.1288517674 > [236] -0.1607573440 0.0567032448 -0.0760473709 0.0282155748 -0.0910475040 > [241] 0.0075793433 0.0309329174 -0.1072956621 0.1580420902 -0.1328846885 > [246] 0.0884293296 -0.1356508126 0.1722392449 -0.2106045376 0.1054175969 > [251] -0.0015348903 -0.0373736007 0.0167893100 0.0052500910 -0.0042228543 > [256] 0.0669646749 0.0186587322 -0.0342439539 -0.0287081617 0.0757394852 > [261] -0.1300820561 0.0113874056 -0.0732004266 -0.0127913096 0.0443308870 > [266] -0.0106436071 -0.0434872013 0.0253017841 -0.0152324172 -0.0029074241 > [271] -0.0832628166 0.0830016957 -0.0670986967 0.0660973240 0.0062552073 > [276] 0.0537228356 -0.1080867153 0.1092415667 -0.1497847261 0.0859415492 > [281] -0.1475177902 0.0654457064 -0.0026609979 0.0088159232 0.0707379173 > [286] -0.1208832375 0.1171907317 -0 .0067955664 -0.0662620888 0.0613072133 > [291] -0.0688126032 0.1002880427 0.0018881851 0.0381840867 -0.0569733203 > [296] 0.0434666013 0.0255480141 -0.0962203190 0.0012360699 -0.0811855149 > [301] 0.1181875355 -0.0113710015 0.0075110430 -0.0522479209 -0.0017592812 > [306] 0.0526061777 -0.0169970424 -0.0076249015 0.0845160198 -0.0902542228 > [311] 0.0825594728 -0.0687970535 0.0373812783 0.0482434223 -0.0064498737 > [316] -0.0533391773 0.1073577827 -0.1531742787 0.0639086879 0.0389546639 > [321] -0.0161981486 0.0975635033 -0.1363791170 0.0140204015 -0.0522590460 > [326] 0.0649534485 -0.0132355802 -0.0253227616 -0.0664868743 -0.0359240445 > [331] 0.0146378920 -0.0574512043 -0.0016882519 0.0247159085 -0.0790481636 > [336] 0.0418239200 0.0188440234 -0.0397519834 0.0722264546 -0.1126478393 > [341] 0.0993232677 -0.0379553899 0.0368922160 0.0588238729 -0.0838114665 > [346] -0.0189325360 0.0739032318 -0.0428047888 -0.0466670324 -0.0175479638 > [351] -0.0441230892 0.1131879514 -0.1219213716 0.1508840663 -0.0961787428 > [356] 0.1441710031 -0.1831779503 0.1654813243 -0.0949113008 0.1520370285 > [361] -0.1727357031 0.1351809646 -0.1345324996 0.1686684178 -0.1549104829 > [366] 0.1862771569 -0.0672782655 0.0734554425 -0.0258031629 -0.0484269379 > [371] -0.0198109969 -0.0554243649 0.1046794323 -0.1405714927 0.1797461702 > [376] -0.1419333618 0.1889498847 -0.0645619368 0.0117013953 -0.0567398582 > [381] 0.0310466272 -0.0872145874 0.0428480299 0.0124185088 -0.0002800209 > [386] -0.0187980372 -0.0429250516 -0.0115772653 0.0135315958 -0.0252087526 > [391] -0.0365567495 -0.0225046419 0.0050644310 -0.0611879250 0.0476489402 > [396] -0.0588489005 0.0560405677 0.0188174734 -0.0203073820 0.0646727336 > [401] 0.0150454588 -0.0858822185 0.0658706992 0.0307391635 -0.0585834988 > [406] -0.0248515288 0.0512787227 -0.0030806330 -0.0127171414 0.0043611259 > [411] -0.0810023715 0.0037203293 0.0149482900 0.0271406549 0.0665726775 > [416] -0.0854764974 0.0508187103 -0.0620854299 -0.0305801406 0.0974746898 > [421] -0.0694405928 0.0658222850 -0.0258447983 0.0536554925 -0.0167506813 > [426] -0.0427748538 0.1163436514 -0.1652023366 0.0534030991 0.0321732584 > [431] 0.0462210191 0.0039255339 -0.0237493688 0.0874260572 -0.0285420511 > [436] 0.0628541394 -0.0885130445 0.0668230909 -0.1043385046 0.1072994580 > [441] -0.1529411364 0.1065325407 -0.0241914848 0.0596283347 -0.1161781497 > [446] 0.0754220131 -0.1024254740 0.0890813186 -0.1442837568 0.1275026643 > [451] -0.0156066013 -0.0495071292 -0.0030282481 -0.0748786377 0.1329556363 > [456] -0.0759620198 0.0869286497 0.0220572915 0.0626362825 -0.0400019048 > [461] 0.0590547079 -0.0949463899 0.0772250687 0.0297254457 -0.0886943700 > [466] 0.0201779536 -0.0878654822 -0.0020070518 -0.0185832580 -0.0488934965 > [471] 0.0325913155 -0.0730349390 0.0001271660 -0.0604520442 0.0575821964 > [476] -0.0523677730 0.0046346989 -0.0065106330 0.0447399374 0.0391716272 > [481] 0.0299163020 0.0626436810 -0.0413999734 0.0237195869 0.0638785024 > [486] -0.1326918031 0.0186015266 0.0726652337 -0.0772833974 -0.0182879433 > [491] 0.0249745768 0.0336220956 -0.0513471211 0.0202261267 -0.0442003287 > [496] 0.0826917008 -0.0668356103 0.1329418861 -0.0392132173 0.0669457471 残差模型 校验剩余模型
由v0.3.0于2019-11-10创建,arima中的第一个参数应为单变量时间序列。看起来这不是您要输入的内容。时间序列是单变量的。请使用dput共享您的时间序列,或共享与它结构相同的虚构时间序列,以便我们解决问题。请共享您的时间序列或尝试使用示例数据集?现在检查它。这是你想要的吗?
#> 
#>  Ljung-Box test
#> 
#> data:  Residuals from ARIMA(1,0,1) with zero mean
#> Q* = 3.8204, df = 8, p-value = 0.873
#> 
#> Model df: 2.   Total lags used: 10