Regarding fitted value

Mon, Feb 1, 2021 10:52 PM

Hello,

You get the fitted values for years 2000, ..., 2019.
Those values are the original series minus the residuals:

f <- fitted(model1)
g <- yy - resid(model1)
identical(f, g)          # returns TRUE


If you want to *forecast*, this will give you the default h = 10
forecasts.

fc <- forecast(model1)
plot(fc)


Hope this helps,

Rui Barradas

?s 23:31 de 01/02/21, Md. Moyazzem Hossain escreveu:

Dear Rui Barradas

Thank you very much for your reply.

However, still now, I have a confusion whether I get the fitted value 
for the year 2000, 2001, ..., 2020 or 2001, 2002, ..., 2021.

Need any more help.

Thanks in advance.

Md

On Thu, Jan 28, 2021 at 4:47 PM Rui Barradas <ruipbarradas at sapo.pt 
<mailto:ruipbarradas at sapo.pt>> wrote:

    Hello,

     ?From help('forecast::fitted.Arima'):

    h? ? ? ?The number of steps to forecast ahead.


    So you have the default h = 1 step ahead forecast for your model.


    Hope this helps,

    Rui Barradas

    ?s 12:13 de 28/01/21, Md. Moyazzem Hossain escreveu:

     >? ?Dear R-experts,
     >
     > I hope that all of you are doing well. I got the filled value

    from the

     > ARIMA model.
     >
     > I use the following working code. But I am not clear whether I

    got the

     > fitted value for each *corresponding time* of the original data

    point like

     > 2000, 2001, 2020 or get a *one-step-ahead* fitted value. Please

    suggest me

     > any reference for further reading to my understanding.
     >
     > ########################
     >

    y<-c(120,340,250,430,125,324,763,458,763,905,765,456,234,345,654,654,567,876,907,456)

     > library(forecast)
     > library(tseries)
     > yy=ts(y, start=c(2000,1))
     >
     > model1=Arima(yy,order=c(0,2,1), lambda = NULL,method='ML')
     > model1
     >
     > f <- fitted( model1)
     > plot(yy)
     > plot(f)
     >
     > Thanks in advance.
     >



-- 
Best Regards,
Md. Moyazzem Hossain
Associate Professor
Department of Statistics
Jahangirnagar University
Savar, Dhaka-1342
Bangladesh
Website: http://www.juniv.edu/teachers/hossainmm
Research: *Google Scholar 
<https://scholar.google.com/citations?user=-U03XCgAAAAJ&hl=en&oi=ao>*; 
*ResearchGate <https://www.researchgate.net/profile/Md_Hossain107>*; 
*ORCID iD <https://orcid.org/0000-0003-3593-6936>*

Regarding fitted value

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