I got pretty good metrics with ARIMA model , but when I plot the forecast, my prediction go below 0 values,
I have tried to fit with log, but I got strange plot and worst metrics about 10x more bad.
Follow below my reprex code :
#### Bibliotecas
library(tsibble)
#> Warning: package 'tsibble' was built under R version 3.6.2
library(lubridate)
#> Warning: package 'lubridate' was built under R version 3.6.2
#>
#> Attaching package: 'lubridate'
#> The following object is masked from 'package:tsibble':
#>
#> interval
#> The following objects are masked from 'package:base':
#>
#> date, intersect, setdiff, union
library(dplyr)
#> Warning: package 'dplyr' was built under R version 3.6.2
#>
#> Attaching package: 'dplyr'
#> The following objects are masked from 'package:stats':
#>
#> filter, lag
#> The following objects are masked from 'package:base':
#>
#> intersect, setdiff, setequal, union
library(imputeTS)
#> Warning: package 'imputeTS' was built under R version 3.6.2
#> Registered S3 method overwritten by 'quantmod':
#> method from
#> as.zoo.data.frame zoo
library(feasts)
#> Warning: package 'feasts' was built under R version 3.6.2
#> Carregando pacotes exigidos: fabletools
#> Warning: package 'fabletools' was built under R version 3.6.2
library(fable)
#> Warning: package 'fable' was built under R version 3.6.2
iniciativa <- tibble(
data_planejada = sample(seq(as.Date("2020-01-01"), length=35, by="week"), size=35),
n = sample(seq(35), size=35)
) %>% as_tsibble()
#> Using `data_planejada` as index variable.
arima_fit1 <- iniciativa %>%
model(
arima1 = ARIMA(n ~ 1 + pdq(1,0,3) + PDQ(0,0,0) + fourier(period = 17, K = 5)))
arima_fit2 <- iniciativa %>%
model(
arima1 = ARIMA(log(n) ~ 1 + pdq(1,0,3) + PDQ(0,0,0) + fourier(period = 17, K = 5)))
arima_fc <- arima_fit1 %>%
forecast(h = "20 weeks")
arima_fc2 <- arima_fit2 %>%
forecast(h = "20 weeks")
arima_fc %>%
autoplot(iniciativa, level = c(70,95))
arima_fc2 %>%
autoplot(iniciativa, level = c(70,95))
Created on 2020-11-14 by the reprex package (v0.3.0)