TSLM錯誤：更換長度也爲零

Question

我有以下數據結構：

d <- structure(list(Date = structure(c(17349, 17350, 17351, 17352, 
             17353, 17354, 17355, 17356, 17357, 17358, 17359, 17360, 17361, 
             17362, 17363, 17364, 17365, 17366, 17367, 17368, 17369, 17370, 
             17371, 17372, 17373, 17374, 17375, 17376, 17377, 17378, 17379, 
             17380, 17381, 17382, 17383), class = "Date"), Ratio = c(67, 50, 
                           67, 50, 100, 50, 33, 67, 0, 0, 0, 0, 100, 75, 0, 0, 75, 100, 
                           67, 33, 33, 33, 50, 50, 67, 100, 67, 50, 25, 25, 33, 33, 100, 
                           33, 0)), .Names = c("Date", "Ratio"), row.names = 183:217, class = "data.frame") 

，並使用XTS包我創建了一個時間序列，像這樣：

library(xts) 
dates = as.Date(d$Date,"%Y-%m-%d") 
xs = xts(d$Ratio,dates) 

最後，我嘗試劃分數據和訓練的線性模型：

library("forecast") 
train.ts <- window(xs, start = as.Date("2017-07-01"), end = as.Date("2017-08-01")) 
val.ts <- window(xs, start = as.Date("2017-08-02"), end = as.Date("2017-08-04")) 
d.lm <- tslm(train.ts ~ trend + I(trend^2)) 

試圖訓練模型結果在下面的ER ror：

Error in forecast:::datamat(train.ts) : replacement has length zero

什麼是這個錯誤，我該如何解決它？

注：我最初懷疑這個錯誤是由於整個數據集中的NA;然而，我已經強迫這些零到無濟於事！

編輯：這是完整再現的示例（與來自@Scarabee關於轉換到XTS的TS建議）：

輸出 sessionInfo()的

d <- structure(list(Date = structure(c(17349, 17350, 17351, 17352, 
             17353, 17354, 17355, 17356, 17357, 17358, 17359, 17360, 17361, 
             17362, 17363, 17364, 17365, 17366, 17367, 17368, 17369, 17370, 
             17371, 17372, 17373, 17374, 17375, 17376, 17377, 17378, 17379, 
             17380, 17381, 17382, 17383), class = "Date"), Ratio = c(67, 50, 
                           67, 50, 100, 50, 33, 67, 0, 0, 0, 0, 100, 75, 0, 0, 75, 100, 
                           67, 33, 33, 33, 50, 50, 67, 100, 67, 50, 25, 25, 33, 33, 100, 
                           33, 0)), .Names = c("Date", "Ratio"), row.names = 183:217, class = "data.frame") 

library(xts) 
dates = as.Date(d$Date,"%Y-%m-%d") 
xs = xts(d$Ratio,dates) 

library("forecast") 
train.ts <- window(xs, start = as.Date("2017-07-01"), end = as.Date("2017-08-01")) 
val.ts <- window(xs, start = as.Date("2017-08-02"), end = as.Date("2017-08-04")) 
d.lm <- tslm(as.ts(train.ts) ~ trend + I(trend^2)) # results in error Error in [.data.frame(data, , 1) : undefined columns selected 

：

> sessionInfo() 
R version 3.1.0 (2014-04-10) 
Platform: x86_64-w64-mingw32/x64 (64-bit) 

locale: 
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 LC_MONETARY=English_United States.1252 
[4] LC_NUMERIC=C       LC_TIME=English_United States.1252  

attached base packages: 
[1] stats  graphics grDevices utils  datasets methods base  

other attached packages: 
[1] forecast_7.1  timeDate_3012.100 xts_0.9-7   zoo_1.7-13  

loaded via a namespace (and not attached): 
[1] colorspace_1.2-4 fracdiff_1.4-2 ggplot2_2.1.0 grid_3.1.0  gtable_0.1.2  lattice_0.20-29 munsell_0.4.2 
[8] nnet_7.3-8  parallel_3.1.0 plyr_1.8.1  quadprog_1.5-5 Rcpp_0.11.1  scales_0.4.0  tools_3.1.0  
[15] tseries_0.10-34 

錯誤更新xts包：

require(devtools) 
# results in error "Error in as.POSIXct.default(value) : do not know how to convert 'value' to class 「POSIXct」" 
install_version("xts", version = "0.10", repos = "http://cran.us.r-project.org") 

# results in error "Warning: invalid package 'https://cran.r-project.org/src/contrib/xts_0.10-0.tar.gz'" 
install.packages("https://cran.r-project.org/src/contrib/xts_0.10-0.tar.gz", repos = NULL, type="source") 

Answer 1

更新R和包forecast和xts到最新版本後，該錯誤信息是不同的：

d.lm <- tslm(ts(train.ts) ~ trend + I(trend^2)) 
d.lm 
# Call: 
# tslm(formula = ts(train.ts) ~ trend + I(trend^2)) 
# 
# Coefficients: 
# (Intercept)  trend I(trend^2) 
# 57.52770  -1.67996  0.04963 

注：

d.lm <- tslm(train.ts ~ trend + I(trend^2)) 
# Error in names(vars)[length(vars)] <- make.names(colnames(vars[[i]])[j]) : 
# replacement has length zero 

我們可以通過轉換train.ts成ts對象避免它似乎ts()保留了時間序列的索引，而as.ts()沒有。