Regarding fitted value
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> 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>* [[alternative HTML version deleted]]