[?] ARIMA in R
From: Francisco Cribari <cribari at de.ufpe.br> To: r-help at stat.math.ethz.ch Subject: [R] [?] ARIMA in R Date: Mon, 22 May 2000 08:34:40 -0300 I am using R version 1.0.1 both under Linux and Windows 98. A simple question: After fitting an ARIMA model, how can I plot in the same graph both the original series (solid line, say) and the fitted values implied by the estimated model (dotted line, say)? Example: library(ts) data(LakeHuron) arima0(LakeHuron, order=c(2,0,0), xreg=1:98) How can I plot both the original series (LakeHuron) and the fitted values in the same graph?
What do you mean by the fitted values? (For dependent data it is not a very useful concept.) Do you mean successive one-step predictions? Or the predictions from the regression terms? Or ...? I suspect the answer is that it is not easy in R, but please specify what you want.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._