[R] Help in R code

[Rui Barradas]

Hello,

This is cross-posted, you have posted the same question in SO[1].
Cross-posting is not well seen, post the question in one place and 
please wait a few days for an answer before posting here.

[1] 
https://stackoverflow.com/questions/64197235/forecasting-of-multivariate-data-through-vector-autoregression-model

Hope this helps,

Rui Barradas

Às 17:25 de 04/10/20, Faheem Jan via R-help escreveu:
> Hello , i am working in the functional time series using themultivariate time series data(hourly time series data). Sir  i am usingFAR model more than one order for which no statistical package is available inR, so for this i convert my data into functional form and obtained thefunctional principle component and from those FPCA i extract theircorresponding  FPCscores. Know i use the VAR model on those FPCscores forthe forecasting of each 24 hours through the VAR model, but the VAR give me theforecasted value for all 23hours  when i put phat=23, but whenever i putphat=24 i.e want to predict each 24 hours its give the results in the form ofNA. 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 generatedfrom 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 whaterror i doing. THANKS
> 
> 
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> 
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