[R] Issues with R's forecast function

Sarah Goslee @@r@h@go@|ee @end|ng |rom gm@||@com
Mon May 27 19:15:28 CEST 2024


Hi Paul,

It looks like you're using the forecast package, right? Have you loaded it?

What is the output of sessionInfo() ?

It looks to me like you either haven't loaded the needed packages, or
there's some kind of conflict. Your examples don't give me errors when
I run them, so we need more information.

Sarah



On Mon, May 27, 2024 at 12:25 PM Paul Bernal <paulbernal07 using gmail.com> wrote:
>
> Dear all,
>
> I am currently using R 4.3.2 and the data I am working with is the
> following:
>
> ts_ingresos_reservas    = ts(ingresos_reservaciones$RESERVACIONES, start =
> c(1996,11), end = c(2024,4), frequency = 12)
>
> structure(c(11421.54, 388965.46, 254774.78, 228066.02, 254330.44,
> 272561.38, 377802.1, 322810.02, 490996.48, 581998.3, 557009.96,
> 619568.56, 578893.9, 938765.36, 566374.38, 582678.46, 931035.04,
> 855661.3, 839760.22, 745521.4, 816424.96, 899616.64, 921462.88,
> 942825, 1145845.74, 1260554.36, 1003983.5, 855516.22, 1273913.68,
> 1204626.54, 1034135.18, 904641.14, 1003094.3, 1073084.74, 928515.64,
> 854864.4, 928927.48, 1076922.34, 1031265.04, 1043755.7, 1238565.12,
> 1343609.54, 1405817.92, 1243192.86, 1235505.44, 1280514.56, 1314029.08,
> 1562841.28, 1405662.96, 1315083.12, 1363980.02, 1126195.72, 1542338.98,
> 1577437.94, 1474855.98, 1287170.56, 1404118.3, 1528979.66, 1286690.34,
> 1544495.16, 1527018.22, 1462908.72, 1682739.76, 1439027.72, 1531060.44,
> 1793606.88, 1835054.26, 1616743.96, 1779745.24, 1772628, 1736200.18,
> 1736792.72, 1835714.4, 2031238.04, 1937816.14, 1942473.52, 2131666.68,
> 2099279.26, 1939093.78, 2135231.54, 2187614.52, 2150766.28, 2179862.62,
> 2467330.32, 2421603.34, 2585889.54, 4489381.11, 4915745.55, 5313521.43,
> 5185438.48, 5346116.46, 4507418.33, 5028489.81, 4931266.16, 5529189.46,
> 5470279.34, 5354912.01, 5937028.11, 6422819.13, 5989941.72, 6549070.26,
> 6710738.34, 6745949.78, 6345832.78, 6656868.36, 6836903.51, 6456545.14,
> 7039815.42, 7288665.89, 7372047.96, 8116822.48, 7318300.42, 8742429.72,
> 8780764.44, 8984081.22, 8221966.77, 8594896.69, 8319125.91, 8027227.8,
> 9241082.48, 8765799.78, 9360643.68, 9384937.59, 8237007.99, 9251122.07,
> 8703017.5, 9004464.9, 8099029.39, 8883214.99, 8360815.05, 8408082.51,
> 9126756.64, 8610501.05, 9109139.05, 8904803.6, 12766215.9, 14055014.03,
> 12789865.86, 13251587.21, 13731917.7, 14925330.72, 14295954.4,
> 13346681.84, 14233732.03, 12743141.34, 13742979.78, 11770238.46,
> 11655300, 12327000, 10096000, 8712000, 6742500, 7199000, 5459000,
> 4442000, 7448500, 6322500, 6030500, 5521000, 4752000, 6248500,
> 5233000, 7440500, 5604500, 6516500, 6001500, 9364500, 14528500,
> 14076000, 11671500, 11778500, 13902500, 13073000, 11097000, 9547500,
> 10255000, 8986500, 10807000, 10031500, 9847000, 12216500, 11648500,
> 13106000, 10856500, 9679500, 9986500, 8947500, 11105500, 9950500,
> 10922000, 9031500, 9720500, 9709000, 9470500, 9316000, 9884500,
> 9067500, 8985000, 10888000, 9676500, 10047000, 8952000, 10191500,
> 12763000, 14885000, 13592000, 13364500, 11924000, 13888000, 12833500,
> 12239000, 9450000, 10028000, 10171500, 13648000, 13989000, 14488000,
> 14195000, 12800500, 12703000, 15300000, 14963000, 15049000, 13513000,
> 14155500, 14047500, 12923500, 13298500, 12814000, 13492000, 14405500,
> 12597500, 14486000, 12103500, 12815000, 11912000, 12353500, 12718500,
> 12972000, 12499000, 13683500, 17437000, 18147000, 17008000, 17180000,
> 16160000, 15096500, 13707000, 16254000, 14673500, 13661500, 17014000,
> 16104500, 17113000, 17200500, 15304500, 17131000, 16551000, 16356000,
> 14702000, 14488000, 14902500, 14435500, 15598500, 14754500, 15015000,
> 16444500, 14620000, 15701000, 14211000, 15243000, 13898000, 14889000,
> 18571000, 15950500, 20171000, 20096000, 19647000, 20394500, 18213000,
> 18714500, 18301000, 14581000, 12333000, 14482500, 17538500, 17480500,
> 19574000, 18464500, 19410000, 19013000, 16523500, 18755000, 18194000,
> 18918000, 34130500, 34421500, 36727000, 33406500, 34779500, 35916500,
> 36193000, 35878500, 32274500, 35097000, 34319500, 36459000, 35222500,
> 35972000, 37382000, 34482000, 35776000, 35330000, 35990000, 34788500,
> 32173500, 34879000, 33195500, 35243500, 33581000, 35632000, 32716000,
> 33966500, 31778000, 28164500, 25729500, 23034500, 24427500, 26506500,
> 26655500), tsp = c(1996.83333333333, 2024.25, 12), class = "ts")
>
> Now that I have my time series data, I tried generating forecasts with the
> following code:
>
> ingresos_reservas_arimamod      = auto.arima(ts_ingresos_reservas)
> ingresos_reservas_arimafor      = forecast(ingresos_reservas_arimamod, h =
> 151)
>
> ingresos_reservas_holtwintersmod = HoltWinters(ts_ingresos_reservas)
> ingresos_reservas_holtwintersfor =
> forecast(ingresos_reservas_holtwintersmod, h = 151)
>
> ingresos_reservas_etsmod        = ets(ts_ingresos_reservas)
> ingresos_reservas_etsfor        = forecast(ingresos_reservas_etsmod, level
> = c(90,99), h = 151)
>
> ingresos_reservas_batsmod       = bats(ts_ingresos_reservas)
> ingresos_reservas_batsfor       = forecast(ingresos_reservas_batsmod, level
> = c(90,99), h = 151, robust = TRUE)
>
> ingresos_reservas_tbatsmod      = tbats(ts_ingresos_reservas)
> ingresos_reservas_tbatsfor      = forecast(ingresos_reservas_tbatsmod,
> level = c(90,99), h = 151, robust = TRUE)
>
> ingresos_reservas_nnetarmod       = nnetar(ts_ingresos_reservas)
> ingresos_reservas_nnetarfor       = forecast(ingresos_reservas_nnetarmod,
> PI = TRUE, h = 151, robust = TRUE)
>
> This code used to work, but now, I keep getting the following error:
> Error in UseMethod("forecast", object) :
>   no applicable method for 'forecast' applied to an object of class "ets"
>
> Error in UseMethod("forecast", object) :
>   no applicable method for 'forecast' applied to an object of class "nnetar"
>
> Error in UseMethod("forecast", object) :
>   no applicable method for 'forecast' applied to an object of class "bats"
>
> Error in UseMethod("forecast", object) :
>   no applicable method for 'forecast' applied to an object of class "bats"
>
> It seems like the forecast function is not working for these models
> anymore. Any idea of how to solve this issue?
>
> Kind regards,
>
> Paul
>
>         [[alternative HTML version deleted]]
>
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--
Sarah Goslee (she/her)
https://www.numberwright.com



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