Hi Faheem,
This is a complete guess, but the hours of the day may range from 0 to
23 not 1 to 24. So you may be asking for an out of range hour.
Jim
On Fri, Oct 2, 2020 at 10:00 PM Faheem Jan via R-help
<r-help at r-project.org> wrote:>
>
> Hello , i am working in the functional time series using the multivariate
time series data(hourly time series data). Sir i am using FAR model more than
one order for which no statistical package is available in R, so for this i
convert my data into functional form and obtained the functional principle
component and from those FPCA i extract their corresponding FPCscores. Know i
use the VAR model on those FPCscores for the forecasting of each 24 hours
through the VAR model, but the VAR give me the forecasted value for all 23hours
when i put phat=23, but whenever i put phat=24 i.e want to predict each 24 hours
its give the results in the form of NA. the code is given below
> fdata<- function(mat){ nb = 27 # number of basis functions for the data
fbf = create.fourier.basis(rangeval=c(0,1), nbasis=nb) # basis for data
args=seq(0,1,length=24) fdata1=Data2fd(args,y=t(mat),fbf) # functions generated
from discretized y return(fdata1)}prediction.ffpe = function(fdata1){ n =
ncol(fdata1$coef) D = nrow(fdata1$coef) #center the data #mu =
mean.fd(fdata1) data = center.fd(fdata1) #ffpe = fFPE(fdata1, Pmax=10) #p.hat
= ffpe[2] #order of the model d.hat=23 p.hat=6 #fPCA fpca =
pca.fd(data,nharm=D, centerfns=TRUE) scores = fpca$scores[,0:d.hat] # to avoid
warnings from vars predict function below colnames(scores) <-
as.character(seq(1:d.hat)) VAR.pre= predict(VAR(scores, p.hat), n.ahead=1,
type="const")$fcst }
> kindly guide me that how can i solve out my problem or what error i doing.
THANKS
>
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