how to plot fan chart using VAR? #6753
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I tried to use VAR and plot the fan chart for one variable but got the following error. Can someone kindly advise how to fix the error? The following code works, s 8000 o this seems to be a problem of multiindexing? |
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Answered by
SultanOrazbayev
Jul 12, 2024
Replies: 1 comment
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Hello, Sakai! The issue here is at how pandas treats levels of a DataFrame. Here's the way to solve it: import numpy as np
import pandas as pd
from sktime.forecasting.var import VAR
from sktime.utils.plotting import plot_series
y_train = pd.DataFrame(np.random.rand(1000, 3), columns=["x1", "x2", "x3"])
forecaster = VAR(maxlags=1)
forecaster.fit(y_train)
y_pred = forecaster.predict(fh=range(1, 100))
coverage = 0.9
y_pred_ints1 = forecaster.predict_interval(coverage=coverage)
variable_to_plot = "x1"
pred_interval = y_pred_ints1[[variable_to_plot]].copy()
pred_interval.columns = pred_interval.columns.remove_unused_levels()
plot_series(y_train[[variable_to_plot]], y_pred[[variable_to_plot]], pred_interval=pred_interval) |
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Answer selected by
sakaiando
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Hello, Sakai!
The issue here is at how pandas treats levels of a DataFrame. Here's the way to solve it: