01 October 2020 4 8K Report

I am using the multivariate hourly time series data, i use VAR model for forecasting purpose i want to forecast each hour but its gives me NA values for phat=24 in the giving code

d.hat=24

p.hat=4

#fPCA

fpca = pca.fd(data,nharm=D, centerfns=TRUE)

scores = fpca$scores[,0:d.hat]

# to avoid warnings from vars predict function below

colnames(scores)

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