CODEWITHSUNDEEP
rtime-seriesforecastingarima
Clayton Glasser
Clayton Glasser

Reputation: 193

Forecast::accuracy() function returns "Not supported" and NAs

I have made a 365-step ahead forecast using the forecast() package and the following code: 

##The time series is 3650 daily observations of rainfall
x <- ts(x$obs, start=c(2007, 10), end=c(2017, 9), frequency = 365)

##create training set - first 9 years of observations
x_train <- subset(x, start = 1, end = 3285)

##test set - last year of observations
x_test <- subset(x, start = 3286, end = 3650)

##fit the model
x_train_fit <- auto.arima(x_train, seasonal=FALSE, xreg=fourier(x_train, K=1))

##forecast using the model 
x_fcast_test <- forecast(x_train_fit,h=365, xreg=fourier(x_test, K=1))
plot(x_fcast_test, col="black") 
lines(x_test,col="red")

enter image description here

Problem: When I run the accuracy() function to test the accuracy of this forecast, the output looks like this:

> accuracy(x_fcast_test)
$`Models`
   Call           
1  "Not supported"
2  "Not supported"
3  "Not supported"
4  "Not supported"
5  "Not supported"
6  "Not supported"
7  "Not supported"
8  "Not supported"
9  "Not supported"
10 "Not supported"

$Fit.criteria
   Min.max.accuracy MAE MAPE MSE RMSE NRMSE.mean NRMSE.median NRMSE.mean.accuracy NRMSE.median.accuracy Efron.r.squared
1                NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA
2                NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA
3                NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA
4                NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA
5                NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA
6                NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA
7                NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA
8                NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA
9                NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA
10               NA  NA   NA  NA   NA         NA           NA                  NA                    NA              NA

?accuracy() indicates that I need to be inputting an object of class forecast and optionally a numeric vector or time series of the same length for comparison.

> class(x_fcast_test)
[1] "forecast"
> class(x_test)
[1] "ts"

Here are some variations I've tried in an effort to make sure I am achieving that. None of these work either. 

accuracy(x_fcast_test, x_test)
accuracy(x_fcast_test$mean, x_test)
accuracy(x_fcast_test$mean, as.numeric(x_test))
accuracy(x_fcast_test, as.numeric(x_test))

How should I interpret these outputs? What might cause this type of error?

Upvotes: 0

Views: 209

Answers (1)

Rob Hyndman
Rob Hyndman

Reputation: 31820

It appears that you have loaded a package that over-rides the accuracy() function in the forecast package.

Upvotes: 2

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