我想使用Python的statsmodels.api.tsa.get_forcast从样本中预测数据,这是我的代码:
mod=sm.tsa.SARIMAX(hs300['Close'],order=(2,1,2),seasonal_order=(2,1,2,12),enforce_stationarity=False,enforce_invertibility=False)
result=mod.fit()
pred=result.get_forcast(20)
我想从样本中获取未来20天的数据,这是我的错误:
TypeError: unsupported operand type(s) for *: 'int' and 'NoneType'
我该如何解决这个问题?我找到了此功能的文档,但是此文件没有为我提供此功能的足够信息:
get_forecast(steps=1, **kwargs) method of statsmodels.tsa.statespace.sarimax.SARIMAXResults instance
Out-of-sample forecasts
Parameters
----------
steps : int, str, or datetime, optional
If an integer, the number of steps to forecast from the end of the
sample. Can also be a date string to parse or a datetime type.
However, if the dates index does not have a fixed frequency, steps
must be an integer. Default
**kwargs
Additional arguments may required for forecasting beyond the end
of the sample. See `FilterResults.predict` for more details.
没有该函数的示例,谁可以为此函数提供实例?
看起来您的代码中有一个简单的拼写错误。
将pred=result.get_forcast(20)
更改为pred=result.get_forecast(20)
,否则执行pred=result.get_forecast(steps=20)