ARIMA拟合模型给出NULL

Question

我正在尝试绘制残差与拟合值的关系，但是当我在ARMA模型上使用拟合函数时，收到的输出为NULL。我正在使用的数据是介于-5到5之间的500个值。数据应通过ARMA（1,1）流程进行良好建模。

我不确定下面的代码出了什么问题。

model <- arima(data$Z, order = c(1,0,1), include.mean=FALSE)
fitted(model)

Answer 1

使用以下代码

library(forecast)
#> Warning: package 'forecast' was built under R version 3.5.3
z <- runif(500, -5.0, 5)

model <- arima(z, order = c(1,0,1), include.mean = F)
fitted(model)
#> Time Series:
#> Start = 1 
#> End = 500 
#> Frequency = 1 
#>   [1] -0.0015806455  0.0799286719 -0.1409297625  0.0479671123 -0.1228818961
#>   [6]  0.0940340261 -0.0395403451  0.0930088194 -0.0504654231  0.0154369074
#>  [11]  0.0133157834 -0.0398617697  0.0848056118 -0.1391454237  0.1515008682
#>  [16] -0.1467538990  0.1805508412 -0.1879896786  0.0793030786 -0.1378767013
#>  [21]  0.0249573249  0.0287911357 -0.0351466073 -0.0204974526  0.0461081760
#>  [26]  0.0026239567  0.0460184801 -0.0203468288  0.0828714994 -0.1221614534
#>  [31]  0.0877768930 -0.1300021809  0.1775641943 -0.1583465561  0.0598343159
#>  [36]  0.0383818418 -0.0412695391 -0.0322236465 -0.0045104996  0.0464239480
#>  [41] -0.0873485626  0.1217045601 -0.0466749971 -0.0100498122  0.0800410409
#>  [46] -0.0299737152 -0.0614290196  0.0263853310 -0.0265231697  0.0694531484
#>  [51]  0.0298069473 -0.0408218386 -0.0140498359 -0.0338596582  0.0378135790
#>  [56]  0.0005786616  0.0066221013 -0.0229934639 -0.0408114564  0.1034192284
#>  [61] -0.0377462959 -0.0257183236 -0.0322490101 -0.0111188196  0.0407765161
#>  [66]  0.0503798846 -0.0390813201  0.0948137913 -0.1497653064  0.0903615396
#>  [71] -0.0827762735  0.0019291654 -0.0496267125  0.0970206197 -0.0931098112
#>  [76]  0.0735280460  0.0086683535 -0.0199644624 -0.0002643464  0.0869008538
#>  [81] -0.0204382045 -0.0639750387 -0.0111928636 -0.0319269965  0.0897082975
#>  [86] -0.1231369993  0.0746107817 -0.0543711631  0.0056392789 -0.0642910157
#>  [91]  0.0706781787  0.0120862153  0.0159663078 -0.0730658685  0.0837554717
#>  [96]  0.0197429018 -0.0560623745  0.0776559650 -0.0808164436 -0.0082439969
#> [101] -0.0357098828  0.0132052455 -0.0815812696  0.1186676628 -0.1277749333
#> [106]  0.1277066903 -0.0914505386  0.0533966779  0.0102037355  0.0279883047
#> [111] -0.0811406552  0.1212558120 -0.0877936586  0.1084079690 -0.1269089632
#> [116]  0.1391932820 -0.0159836164  0.0100766075  0.0028410998  0.0786503805
#> [121] -0.0516762816  0.0152099611 -0.0599428484  0.1284742491 -0.0168351682
#> [126]  0.0648963409  0.0019635567  0.0818920976 -0.0573381183  0.0346615048
#> [131] -0.0372407913 -0.0482556686  0.0374608687 -0.0196944986 -0.0259857030
#> [136] -0.0661423447  0.0449849608 -0.0088458317  0.0012445222 -0.0368579185
#> [141] -0.0248778616 -0.0081077663  0.0744412577 -0.1315420519  0.0386156339
#> [146]  0.0231558591  0.0494305331 -0.1055739416  0.0748404861 -0.0532585073
#> [151]  0.0474897484  0.0152686161  0.0462263086 -0.0051924179  0.0583029703
#> [156] -0.0013862901 -0.0456514139  0.0310454056 -0.0003521619 -0.0049355367
#> [161] -0.0523830774  0.0596767804 -0.1155786218  0.1455602295 -0.0517246838
#> [166]  0.0866360162 -0.0631074760  0.0991277528 -0.1073100396  0.0881465371
#> [171]  0.0176332718 -0.0523389260 -0.0300377628  0.1071425810 -0.0447753946
#> [176] -0.0140462900  0.0089771025 -0.0607728545  0.0354816226 -0.0583115285
#> [181]  0.0441725572 -0.1010844880  0.1277178696 -0.0858740586  0.1352428209
#> [186] -0.1692240491  0.0833982337 -0.1343390578  0.0863563683  0.0079788036
#> [191]  0.0451385447 -0.0305476615  0.0724859272 -0.0319277030  0.0875179824
#> [196] -0.1143069402  0.1428043464 -0.0542025365  0.0691813621 -0.1378836483
#> [201]  0.1548367687 -0.1547689318  0.0466587034 -0.0270980299  0.0617565456
#> [206] -0.1153437078  0.0819353251 -0.0886510700  0.0086937995 -0.0097789550
#> [211] -0.0618482380  0.1113973826 -0.0825907319  0.0645605858 -0.0099850724
#> [216] -0.0315631929  0.0921659522 -0.1340849744  0.1033218258 -0.1417316946
#> [221]  0.0868881723 -0.1081003833  0.0686838112  0.0146099431  0.0520422776
#> [226]  0.0078375045 -0.0296319158  0.0563414844  0.0421604164 -0.0997564843
#> [231]  0.1578777288 -0.1957675156  0.2243556112 -0.2127929966  0.1288517674
#> [236] -0.1607573440  0.0567032448 -0.0760473709  0.0282155748 -0.0910475040
#> [241]  0.0075793433  0.0309329174 -0.1072956621  0.1580420902 -0.1328846885
#> [246]  0.0884293296 -0.1356508126  0.1722392449 -0.2106045376  0.1054175969
#> [251] -0.0015348903 -0.0373736007  0.0167893100  0.0052500910 -0.0042228543
#> [256]  0.0669646749  0.0186587322 -0.0342439539 -0.0287081617  0.0757394852
#> [261] -0.1300820561  0.0113874056 -0.0732004266 -0.0127913096  0.0443308870
#> [266] -0.0106436071 -0.0434872013  0.0253017841 -0.0152324172 -0.0029074241
#> [271] -0.0832628166  0.0830016957 -0.0670986967  0.0660973240  0.0062552073
#> [276]  0.0537228356 -0.1080867153  0.1092415667 -0.1497847261  0.0859415492
#> [281] -0.1475177902  0.0654457064 -0.0026609979  0.0088159232  0.0707379173
#> [286] -0.1208832375  0.1171907317 -0.0067955664 -0.0662620888  0.0613072133
#> [291] -0.0688126032  0.1002880427  0.0018881851  0.0381840867 -0.0569733203
#> [296]  0.0434666013  0.0255480141 -0.0962203190  0.0012360699 -0.0811855149
#> [301]  0.1181875355 -0.0113710015  0.0075110430 -0.0522479209 -0.0017592812
#> [306]  0.0526061777 -0.0169970424 -0.0076249015  0.0845160198 -0.0902542228
#> [311]  0.0825594728 -0.0687970535  0.0373812783  0.0482434223 -0.0064498737
#> [316] -0.0533391773  0.1073577827 -0.1531742787  0.0639086879  0.0389546639
#> [321] -0.0161981486  0.0975635033 -0.1363791170  0.0140204015 -0.0522590460
#> [326]  0.0649534485 -0.0132355802 -0.0253227616 -0.0664868743 -0.0359240445
#> [331]  0.0146378920 -0.0574512043 -0.0016882519  0.0247159085 -0.0790481636
#> [336]  0.0418239200  0.0188440234 -0.0397519834  0.0722264546 -0.1126478393
#> [341]  0.0993232677 -0.0379553899  0.0368922160  0.0588238729 -0.0838114665
#> [346] -0.0189325360  0.0739032318 -0.0428047888 -0.0466670324 -0.0175479638
#> [351] -0.0441230892  0.1131879514 -0.1219213716  0.1508840663 -0.0961787428
#> [356]  0.1441710031 -0.1831779503  0.1654813243 -0.0949113008  0.1520370285
#> [361] -0.1727357031  0.1351809646 -0.1345324996  0.1686684178 -0.1549104829
#> [366]  0.1862771569 -0.0672782655  0.0734554425 -0.0258031629 -0.0484269379
#> [371] -0.0198109969 -0.0554243649  0.1046794323 -0.1405714927  0.1797461702
#> [376] -0.1419333618  0.1889498847 -0.0645619368  0.0117013953 -0.0567398582
#> [381]  0.0310466272 -0.0872145874  0.0428480299  0.0124185088 -0.0002800209
#> [386] -0.0187980372 -0.0429250516 -0.0115772653  0.0135315958 -0.0252087526
#> [391] -0.0365567495 -0.0225046419  0.0050644310 -0.0611879250  0.0476489402
#> [396] -0.0588489005  0.0560405677  0.0188174734 -0.0203073820  0.0646727336
#> [401]  0.0150454588 -0.0858822185  0.0658706992  0.0307391635 -0.0585834988
#> [406] -0.0248515288  0.0512787227 -0.0030806330 -0.0127171414  0.0043611259
#> [411] -0.0810023715  0.0037203293  0.0149482900  0.0271406549  0.0665726775
#> [416] -0.0854764974  0.0508187103 -0.0620854299 -0.0305801406  0.0974746898
#> [421] -0.0694405928  0.0658222850 -0.0258447983  0.0536554925 -0.0167506813
#> [426] -0.0427748538  0.1163436514 -0.1652023366  0.0534030991  0.0321732584
#> [431]  0.0462210191  0.0039255339 -0.0237493688  0.0874260572 -0.0285420511
#> [436]  0.0628541394 -0.0885130445  0.0668230909 -0.1043385046  0.1072994580
#> [441] -0.1529411364  0.1065325407 -0.0241914848  0.0596283347 -0.1161781497
#> [446]  0.0754220131 -0.1024254740  0.0890813186 -0.1442837568  0.1275026643
#> [451] -0.0156066013 -0.0495071292 -0.0030282481 -0.0748786377  0.1329556363
#> [456] -0.0759620198  0.0869286497  0.0220572915  0.0626362825 -0.0400019048
#> [461]  0.0590547079 -0.0949463899  0.0772250687  0.0297254457 -0.0886943700
#> [466]  0.0201779536 -0.0878654822 -0.0020070518 -0.0185832580 -0.0488934965
#> [471]  0.0325913155 -0.0730349390  0.0001271660 -0.0604520442  0.0575821964
#> [476] -0.0523677730  0.0046346989 -0.0065106330  0.0447399374  0.0391716272
#> [481]  0.0299163020  0.0626436810 -0.0413999734  0.0237195869  0.0638785024
#> [486] -0.1326918031  0.0186015266  0.0726652337 -0.0772833974 -0.0182879433
#> [491]  0.0249745768  0.0336220956 -0.0513471211  0.0202261267 -0.0442003287
#> [496]  0.0826917008 -0.0668356103  0.1329418861 -0.0392132173  0.0669457471

plot(residuals(model))

checkresiduals(model)

#> 
#>  Ljung-Box test
#> 
#> data:  Residuals from ARIMA(1,0,1) with zero mean
#> Q* = 3.8204, df = 8, p-value = 0.873
#> 
#> Model df: 2.   Total lags used: 10

^{由reprex package（v0.3.0）在2019-11-10创建}