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comparing ARIMA model to data

2 messages · Andrew Collier, nandan amar

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hi,

i am trying to teach myself about ARIMA models. i have followed examples
from a number of sources and have more or less got the hang of how it
works. i would like to compare the output from the fitted model to the
original data. is this possible? or even a meaningful thing to do?

to be clear, for example, having generated a fit to some data using
and then plotting the data with
is it possible to overlay the output of the model on the original data
to compare how well it captures the variations in the data? i know that
predict can be used to extrapolate beyond the end of the data series,
but i want to evaluate the model within (not beyond) the original data.

best regards,
andrew.