[?] ARIMA in R

2 messages · Francisco Cribari, Adrian Trapletti

Mon, May 22, 2000 4:34 AM #

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? 

Thank you in advance. Francisco.

Francisco Cribari-Neto               voice: +55-81-2718420
Departamento de Estatistica          fax:   +55-81-2718422
Universidade Federal de Pernambuco   e-mail: cribari at de.ufpe.br
Recife/PE, 50740-540, Brazil         web: www.de.ufpe.br/~cribari/

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Adrian Trapletti

Mon, May 22, 2000 6:06 AM #

Francisco Cribari wrote:

What about

md <- arima0(LakeHuron, order=c(2,0,0), xreg=1:98)
plot(LakeHuron)
lines(LakeHuron-md$resid,col="red")

Adrian


--
Adrian Trapletti, Vienna  University  of  Economics  and Business Ad-
ministration, Operations Research,  Augasse 2-6, 1090 Vienna, Austria
Phone: ++43-(0)1-31336-4561     Email: adrian.trapletti at wu-wien.ac.at
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