Traceback (most recent call last): File "E:\anaconda\lib\site-packages\pandas\core\indexes\range.py", line 385, in get_loc return self._range.index(new_key) ValueError: 0 is not in range The above exception was the direct cause of the following exception: Traceback (most recent call last): File "F:\pythonproject\ARIMA-GRACH\6.py", line 34, in <module> arima_pred = arima_result.forecast()[0][0] File "E:\anaconda\lib\site-packages\pandas\core\series.py", line 958, in __getitem__ return self._get_value(key) File "E:\anaconda\lib\site-packages\pandas\core\series.py", line 1069, in _get_value loc = self.index.get_loc(label) File "E:\anaconda\lib\site-packages\pandas\core\indexes\range.py", line 387, in get_loc raise KeyError(key) from err KeyError: 0
时间: 2023-06-30 07:09:59 浏览: 279
Mac下anaconda中Spyder打开报错Traceback(most recent call last)…问题
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这个错误是由于 `test_ts` 的索引从0开始,而 `pd.Series([test_ts[i]], index=[test_ts.index[i]-1])` 中的 `index` 参数是从-1开始的,导致索引对不上。你可以将 `index` 参数修改为从0开始的,如下所示:
```
arima_result = arima_result.append(pd.Series([test_ts[i]], index=[test_ts.index[i]]))
garch_result = garch_result.append(pd.Series([arima_result.resid[-1]], index=[test_ts.index[i]]))
```
另外,如果你想要使用 ARIMA-GARCH 模型对时间序列进行预测,你还需要实现 GARCH 模型部分的代码。具体实现方式可以参考下面的代码:
```
from arch import arch_model
# 训练 GARCH 模型
garch_model = arch_model(train_ts, p=1, q=1)
garch_result = garch_model.fit(update_freq=5).forecast(horizon=len(test_ts), reindex=False)
arima_model = ARIMA(train_ts, order=(1, 1, 1))
arima_result = arima_model.fit()
pred_ts = []
for i in range(len(test_ts)):
# 预测ARIMA模型的下一个值
arima_pred = arima_result.forecast()[0][0]
# 使用GARCH模型计算方差
var = garch_result.forecast(horizon=1).variance.iloc[-1, 0]
# 计算标准差
std = np.sqrt(var)
# 计算置信区间
conf_int = (arima_pred - 1.96 * std, arima_pred + 1.96 * std)
# 将预测结果添加到列表中
pred_ts.append(arima_pred)
# 将预测结果添加到模型中
arima_result = arima_result.append(pd.Series([test_ts[i]], index=[test_ts.index[i]]))
garch_result = garch_result.append(pd.Series([arima_result.resid[-1]], index=[test_ts.index[i]]))
```
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