ARIMA question

I think it is as simple as backing out from the residuals:

# an MA2 model
x <- arima.sim(list(ma=2),n=100)

#Fitted as such...
x.model <- arima(x,c(0,0,2))

# add the residuals to the original data
x.insample.fit <- x-residuals(x.model)

# and you can even see them:
plot(x)
par(new=TRUE)
lines(x.insample.fit,col=3,lty=2)

Jeff


On Nov 7, 2007 12:47 PM, Yalla, Swaroop (FID)
<Swaroop.Yalla at morganstanley.com> wrote:
  

Hi:

I have another ARIMA question for R. I was finally able to use ARIMA
modeling on my data. Now to forecast out of sample, we can use
predict(fit, n.ahead = 10) type of command and thats fine- but how can I
see the fit in-sample. I mean is there a easy way to just compare the
actual data with the fitted model in-sample?

thanks for all the help..
Swaroop
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