Hello:
Please help with with the syntax of NNETAR. The example from 12.4 works, but when I try to modify it, I get an error:
fit_seasonal <- sunspots |> model(NNETAR(sqrt(value), formula = AR(p = NULL, P = NULL, period = 11)))
Error in list2(...) : object 'value' not found
I tried to specify p and P explicitly below. It doesn't fail, but the fitted model doesn't correspond to the specification:
fit_seasonal <- sunspots |> model(NNETAR(sqrt(value), p = 1, P = 1, period = 11))
fit_seasonal |> report()
Series: value
Model: NNAR(9,5)
Here I try to specify the period and find p and P automatically:
fit_seasonal <- sunspots |> model(NNETAR(value ~ AR(p = NULL, P = NULL, period = 11)))
Warning message:
1 error encountered for NNETAR(value ~ AR(p = NULL, P = NULL, period = 11))
[1] missing value where TRUE/FALSE needed
Referred here by Forecasting: Principles and Practice, by Rob J Hyndman and George Athanasopoulos