CODEWITHSUNDEEP
rxtszooarima
ganapathy
ganapathy

Reputation: 1655

Error while refitting ARIMA model

I am getting the following error when I try to refit the ARIMA model.

new_model <- Arima(data,model=old_model)
Error in Ops.Date(driftmod$coeff[2], time(x)) : 
  * not defined for "Date" objects

Note: The class of data is zoo. I also tried using xts, but I got the same error.

Edit: As suggested by Joshua, here is the reproducible example.

library('zoo')
library('forecast')

#Creating sample data
sample_range <- seq(from=1, to=10, by=1)
x<-sample(sample_range, size=61, replace=TRUE)
ts<-seq.Date(as.Date('2017-03-01'),as.Date('2017-04-30'), by='day')
dt<-data.frame(ts=ts,data=x)

#Split the data to training set and testing set
noOfRows<-NROW(dt)
trainDataLength=floor(noOfRows*0.70)
trainData<-dt[1:trainDataLength,]
testData<-dt[(trainDataLength+1):noOfRows,]

# Use zoo, so that we get dates as index of dataframe
trainData.zoo<-zoo(trainData[,2:ncol(trainData)], order.by=as.Date((trainData$ts), format='%Y-%m-%d'))
testData.zoo<-zoo(testData[,2:ncol(testData)], order.by=as.Date((testData$ts), format='%Y-%m-%d'))

#Create Arima Model Using Forecast package 
old_model<-Arima(trainData.zoo,order=c(2,1,2),include.drift=TRUE)

# Refit the old model with testData
new_model<-Arima(testData.zoo,model=old_model)

Upvotes: 1

Views: 265

Answers (1)

Joshua Ulrich
Joshua Ulrich

Reputation: 176648

The ?Arima page says that y (the first argument) should be a ts object. My guess is that the first call to Arima coerces your zoo object to ts, but the second call does not.

An easy way to work-around this is to explicitly coerce to ts:

# Refit the old model with testData
new_model <- Arima(as.ts(testData.zoo), model = old_model)

Upvotes: 1

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