数据是ts时间序列, 一做自回归,就出错, 显示"二进列运算符中有非数值参数";做dynlm 动态回归方程也是,
明明按照教材走的, 就是出错!!求大神解答!谢谢!
代码: D是数据名, 含有8个变量加日期列
Z=zoo(D,order.by=as.Date(D[,1],format="%d/%m/%Y"))
t=ts(Z)
> class(t[,2])
[1] "ts"
y=t[,2]
> library("zoo")
> library("forecast")
m=auto.arima(y,trace=T)
Error in r[i1] - r[-length(r):-(length(r) - lag + 1L)] :
二进列运算符中有非数值参数
library("dynlm")
> m=dynlm(d(t[,2],1)~t[,3],data=t)
Error in `-.default`(r, tsLag(r, -lag)) : 二进列运算符中有非数值参数
部分数据如下
> ts(Z)
Time Series:
Start = 1
End = 651
Frequency = 1
Date EURUSDCIP12OIS EURUSD12MLiborOIS USDOISBAS12M EUROISBAS12M
1 01/06/2007 0.00035624 -0.02525 0.0030 0.0100
2 04/06/2007 0.00048960 -0.02350 0.0050 0.0100
3 05/06/2007 0.00031689 -0.01843 0.0040 0.0070
4 06/06/2007 0.00029801 -0.01937 0.0060 0.0080
5 07/06/2007 0.00026032 -0.01713 0.0000 0.0100
attr(,"index")
[1] "2007-06-01" "2007-06-04" "2007-06-05" "2007-06-06" "2007-06-07"
求大神解答呀!! 谢谢诶