[R] Problems with "predict" function

WRAY NICHOLAS nicholas.wray at ntlworld.com
Wed Jan 31 18:08:51 CET 2018


Hello,

I am synthesising some sales data over a twelve month period, and then trying to
use the "predict" function, firstly to generate a thirteenth month forecast with
upper and lower 95% confidence limits.  So far so good

But what I then want to do is add the upper sales value at the 95th confidence
limit to the vector of thirteen months and their respective sales to create a
fourteenth month with a predicted sale and the 95% upper confidence limit for
this, and so on  The idea being to create a "trumpet" of extreme posistions

But I keep getting instead of one line of predictions for the fourteenth month,
a whole set.  What I don't understand is why it works OK with my original
synthetic set of twelve months, but doesn't like the set of thirteen sales data
points, even though as far as I can see I'm just repeating the process, albeit
with a different label  I have tried to use different column labels in case that
was the problem but it doesn't seem to make any difference

I am also getting these weird warning messages telling me that things are being
"masked":

The following object is masked _by_ .GlobalEnv:

sales

The following object is masked from highdf (pos = 4):

sales
Etc

Is it something to do with attaching the various data frames?  I am a bit at sea
on this and would be thankful for any pointers

Nick

My code:


m<-runif(1,0,1)
m
mres<-m*(seq(1,12))
mres
ssd<-rexp(1,1)
ssd
devs<-rep(0,length(mres))
for(i in 1:length(mres)){devs[i]<-rnorm(1,0,ssd)}
devs
plot(-10,-10,xlim=c(1,24),ylim=c(0,20000))
sales<-round((mres+devs)*1000)

points(sales,pch=19)

ptr<-cbind(1:length(sales),sales,sales,sales)

ptr
sdf<-data.frame(cbind(1:nrow(ptr),sales))
sdf

colnames(sdf)<-c(“monat”,“mitte”)
sdf
attach(sdf)
s.lm<-lm(mitte~monat)

s.lm
abline(s.lm,lty=2)
news<-data.frame(monat=nrow(sdf)+1)
news
fcs<-predict(s.lm,news,interval="predict")
fcs

points(1+nrow(ptr),fcs[,1],col="grey",pch=19)
points(1+nrow(ptr),fcs[,2])
points(1+nrow(ptr),fcs[,3])
ptr<-rbind(ptr,c(1+nrow(ptr),fcs[2],fcs[1],fcs[3]))
ptr

highdf<-data.frame(ptr[,c(1,4)])
highdf
colnames(highdf)<-c(“month”,“sales”)
highdf

attach(highdf)
h.lm<-lm(highdf[,2]~highdf[,1])
h.lm
abline(h.lm,col="gray",lty=2)
news<-data.frame(month=nrow(ptr)+1)
news
hcs<-predict(h.lm,news,interval="predict")
hcs
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