Fitted.arima: Fitted for ARIMA model

In AnalyzeTS: Analyze Fuzzy Time Series

Description

Computes the fitted values of an ARIMA model.

Usage

Fitted.arima(object)

Arguments

object

A fitted model from the arima function.

Value

Fitted values.

Author(s)

Hong Viet Minh <[e-mail]>

Pham Minh Truc <[e-mail]>

See Also

fitted.Arima in TSA package.

Examples

mod<-arima(lh,order=c(0,1,1))
Fitted.arima(mod)

Example output

Loading required package: MASS
Loading required package: TSA
Loading required package: leaps
Loading required package: locfit
locfit 1.5-9.1 	 2013-03-22
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-20. For overview type 'help("mgcv-package")'.
Loading required package: tseries

Attaching package: 'TSA'

The following objects are masked from 'package:stats':

    acf, arima

The following object is masked from 'package:utils':

    tar

Loading required package: TTR
Loading required package: urca

Attaching package: 'AnalyzeTS'

The following object is masked from 'package:base':

    pmax

Time Series:
Start = 1 
End = 48 
Frequency = 1 
 [1] 2.397600 2.400000 2.400000 2.400000 2.210660 2.105898 1.532293 2.259083
 [9] 2.297819 2.489224 2.026075 1.906719 1.711018 2.173938 1.819930 3.126445
[17] 3.196080 2.726440 2.228058 2.201495 1.916069 1.900856 1.805375 2.652319
[25] 2.981469 2.336321 2.017925 2.000955 2.852083 2.897446 2.710523 2.700561
[33] 2.321349 2.585149 2.409868 1.832505 1.707062 1.511036 1.405918 2.063007
[41] 3.234071 3.485827 3.499245 3.121279 2.627783 2.128130 3.332212 3.017706

AnalyzeTS documentation built on Dec. 9, 2019, 1:07 a.m.