Using a data set from the book, I run the following VARIMA model.
library(fpp3)
google_stock <- gafa_stock |> filter(Symbol == "GOOG", year(Date) >= 2015) |> mutate(day = row_number()) |>
update_tsibble(index = day, regular = TRUE)
google_2015 <- google_stock |> filter(year(Date) == 2015)
fit<- google_2015 |> model(VARIMA(vars(log(Open), log(High)) ))
I get this warning when I am trying to get the measures of forecast accuracy for the training data set (google_2015).
fit %>% forecast:: accuracy()
Error in `mutate()`:
ℹ In argument: `fit = map(fit, accuracy, measures = measures, ...)`.
Caused by error in `gather()`:
! Can't select columns that don't exist.
✖ Column `Open` doesn't exist.
Run `rlang::last_trace()` to see where the error occurred.
Without the transformation of the variables I can easily get these measures for the training data set
fit2<- google_2015 |> model(VARIMA(vars(Open, High) ))
fit2 %>% forecast:: accuracy()
# A tibble: 2 × 12
Symbol .model .response .type ME RMSE MAE MPE MAPE MASE RMSSE
<chr> <chr> <fct> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 GOOG VARIMA(… Open Trai… 0.00876 9.48 4.94 -0.0176 0.805 0.698 0.788
2 GOOG VARIMA(… High Trai… -0.00235 10.4 6.09 -0.0271 0.994 0.988 0.962
Using a data set from the book, I run the following VARIMA model.
I get this warning when I am trying to get the measures of forecast accuracy for the training data set (google_2015).
Without the transformation of the variables I can easily get these measures for the training data set