Hey there,
I'm new in this forum. So if there are any missing information in the question I will deliver those as best as I can.
I'm using a Unobserved Components Model (rucm package) to predict future values using several independent variables.
Demand <- read.csv2("Demand.csv")
# e.g. sample(x = 800 : 15000, size =46)
Cars <- read.csv2("Cars.csv")
#e.g. sample(x = 500 : 800, size =46)
...
Duration in min (1-60), Distance in m(300 and 3000) Rain in mm (between 0 and 500), Sun hours (0-12), Temperatur in °F (1 to 80), Wind in kmh (0 to 80)
Multivariate_DataFrame <- data.frame(Demand, Cars, Duration, Distance, Rain, Sun, Temperature, Wind)
library(rucm)
ucm_xyz <- ucm(formula = Demand ~ Cars + Duration + Distance + Rain + Regulars + Sun + Temperature + Wind, data = Multivariate_DataFrame, level = TRUE, slope = TRUE, irregular = TRUE, season = TRUE, season.length =12)
ucm_xyz$model
returns:
Call:
SSModel(formula = as.formula(ssm.formula), data = data, H = H)
State space model object of class SSModel
Dimensions:
[1] Number of time points: 46
[1] Number of time series: 1
[1] Number of disturbances: 3
[1] Number of states: 21
Names of the states:
[1] Cars Duration Distance Rain Regulars Sun Temperature
[8] Wind level slope sea_dummy1 sea_dummy2 sea_dummy3 sea_dummy4
[15] sea_dummy5 sea_dummy6 sea_dummy7 sea_dummy8 sea_dummy9 sea_dummy10 sea_dummy11
Distributions of the time series:
[1] gaussian
Object is a valid object of class SSModel.
The summary function states that model has the length of 14, Class is SSModel and Mode is list.
When forecasting:
predict(ucm_xyz["model"],n.ahead = 6, newdata = Multivariate_Dataframe)
The error message:
Error in UseMethod("predict") :
no applicable method for 'predict' applied to an object of class "list"
occurs.
Any help would be fantastic