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@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
>
> [[alternative HTML version deleted]]
>
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