Error with two regressors about forecasthybrid HOT 7 CLOSED

@mbanco This runs find on my computer

 trainSet <- beaver1[1:100, ]
 testSet <- beaver1[-(1:100), ]
 trainXreg <- data.frame(trainSet$activ, trainSet$time)
 beaverhm <- hybridModel(ts(trainSet$temp, f = 6),
                         models = "ans",
                         a.args = list(xreg = trainXreg),
                         n.args = list(xreg = trainXreg),
                         s.args = list(xreg = trainXreg, method = "arima"))
Fitting the auto.arima model
Fitting the nnetar model
Fitting the stlm model

Which version of R and "forecastHybrid" are you running? Could you paste the output of sessionInfo() and installed.packages()["forecastHybrid", ]?

from forecasthybrid.

sessionInfo()
R version 3.5.1 (2018-07-02)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 7 x64 (build 7601) Service Pack 1

Matrix products: default

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

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

loaded via a namespace (and not attached):
[1] Rcpp_0.12.19 urca_1.3-0 pillar_1.3.0 compiler_3.5.1 plyr_1.8.4 bindr_0.1.1
[7] iterators_1.0.10 tseries_0.10-45 tools_3.5.1 xts_0.11-1 nlme_3.1-137 tibble_1.4.2
[13] gtable_0.2.0 lattice_0.20-35 pkgconfig_2.0.2 rlang_0.3.0.1 foreach_1.4.4 rstudioapi_0.8
[19] curl_3.2 yaml_2.2.0 parallel_3.5.1 bindrcpp_0.2.2 dplyr_0.7.7 lmtest_0.9-36
[25] grid_3.5.1 nnet_7.3-12 tidyselect_0.2.5 glue_1.3.0 R6_2.3.0 ggplot2_3.1.0
[31] purrr_0.2.5 TTR_0.23-4 magrittr_1.5 codetools_0.2-15 scales_1.0.0 assertthat_0.2.0
[37] quantmod_0.4-13 timeDate_3043.102 colorspace_1.3-2 fracdiff_1.4-2 quadprog_1.5-5 doParallel_1.0.14
[43] lazyeval_0.2.1 munsell_0.5.0 crayon_1.3.4 zoo_1.8-4

installed.packages()["forecastHybrid", ]
Package
"forecastHybrid"
LibPath
"C:/R/library"
Version
"3.0.14"
Priority
NA
Depends
"R (>= 3.1.1), forecast (>= 8.1),"
Imports
"doParallel (>= 1.0.10), foreach (>= 1.4.3), ggplot2 (>=\n2.2.0), zoo (>= 1.7)"
LinkingTo
NA
Suggests
"GMDH, knitr, rmarkdown, roxygen2, testthat"
Enhances
NA
License
"GPL-3"
License_is_FOSS
NA
License_restricts_use
NA
OS_type
NA
MD5sum
NA
NeedsCompilation
"no"
Built
"3.5.1"

from forecasthybrid.

That all looks normal. Do the base models run correctly on your machine?

auto.arima(ts(trainSet$temp, f = 6), xreg = trainXreg)

and

nnetar(ts(trainSet$temp, f = 6), xreg = trainXreg)

and

stlm(ts(trainSet$temp, f = 6), xreg = trainXreg, method = "arima")

If all this works, can you try running hybridModel on another machine? I've been able to run this fine on two machines without issue, so I'm not sure what it is.

from forecasthybrid.

I think that problem happens because I use the forecast version 8.5 package.

Thanks

from forecasthybrid.

@mbanco Thanks for reporting this. Indeed you're correct that something has changed in the yet-unreleased "forecast" 8.5 that requires the xreg to be a matrix instead of a data.frame. I've gone ahead and updated the vignette, documentation, and tests to reflect how "forecast" behaves, so now this should work:

trainSet <- beaver1[1:100, ] 
testSet <- beaver1[-(1:100), ]
trainXreg <- as.matrix(data.frame(trainSet$activ, trainSet$time))
beaverhm <- hybridModel(ts(trainSet$temp, f = 6),
                        models = "aenst",
                        a.args = list(xreg = trainXreg),
                        n.args = list(xreg = trainXreg),
                        s.args = list(xreg = trainXreg, method = "arima"))

This work is in the matrix_xreg branch, and I'll keep it there until the "forecast" releases and update. I hope to add a few more unit tests around this as well.

from forecasthybrid.

@dashaub Thanks, works fine!

from forecasthybrid.

Fixes in #87

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