Kiwi Kiwi - 2 months ago 33
R Question

Error in using prewhiten function in r

I am trying to use prewhiten function(TSA package) in my time series forecasting model. But i am getting below error:

Error in UseMethod("filter_") : no applicable method for 'filter_' applied to
an object of class "c('double', 'numeric')"


I have no clue about this error. For example if i try to run example given in TSA package pdf(page number 50). I get the same error. Below is the code quoted from the same pdf:

data(milk)
data(electricity)
milk.electricity=ts.intersect(milk,log(electricity))
plot(milk.electricity,yax.flip=TRUE,main='')
ccf(as.numeric(milk.electricity[,1]),as.numeric(milk.electricity[,2]),
main='milk & electricity',ylab='CCF')
me.dif=ts.intersect(diff(diff(milk,12)),diff(diff(log(electricity),12)))
prewhiten(as.numeric(me.dif[,1]),as.numeric(me.dif[,2]),
,ylab='CCF')


Can anyone please help me with this error? Thanks!

Answer

The code above works for me.

However, I suspect that you have loaded another package before running this piece of code. In particular, if I load dplyr first

library(dplyr)

then I can reproduce your error.

Comments