I fit a naive model to a time series and got null for the ACF1 column. I thought it should always have a numerical result since it's just a correlation? Why is this null? Following is my code:
library('fable')
library('feasts')
library('dplyr')
df = data.frame("t" = 1:7, "value" = c(12, 12, 0, 0, 0, 0, 0))
tsb = df %>%
as_tsibble(index = t)
train = tsb %>% filter(t < 6)
md = train %>% model(naive = NAIVE(value))
fc = md %>% forecast(h = 4)
accuracy(fc, tsb)
Thanks!
P.s.: This is a follow-up question for this question: Getting null results from the accuracy function in fabletools package
You have four forecasts, but only 2 values in the test set, so accuracy can only work with the first 2 forecasts. That gives it 2 forecast errors, and it is not possible to compute an autocorrelation from 2 values.
Here is an example with four values in the test set:
library(fable)
library(dplyr)
tsb <- data.frame(
t = 1:9,
value = c(12, 12, 0, 0, 0, 0, 0, 1, 1)
) %>%
as_tsibble(index = t)
md <- tsb %>%
filter(t < 6) %>%
model(naive = NAIVE(value))
md %>%
forecast(h = 4) %>%
accuracy(data = tsb)
#> # A tibble: 1 x 9
#> .model .type ME RMSE MAE MPE MAPE MASE ACF1
#> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 naive Test 0.5 0.707 0.5 100 100 0.167 0.25
Created on 2020-08-16 by the reprex package (v0.3.0)