fitted.FitARMA: fitted method for class FitARMA

Description Usage Arguments Value Author(s) See Also Examples

Description

The fitted values are the observed minus residuals. If there is differencing, the observed values are those corresponding to the differenced time series.

Usage

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## S3 method for class 'FitARMA'
fitted(object, ...)

Arguments

object

class FitARMA object

...

auxiliary parameters

Value

vector or ts object

Author(s)

A.I. McLeod

See Also

FitARMA

Examples

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data(SeriesA)
out<-FitARMA(SeriesA, c(1,0,1))
fitted(out)

Example output

Loading required package: FitAR
Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm
Time Series:
Start = 1 
End = 197 
Frequency = 1 
  [1] 16.88260 16.93810 16.83692 16.67879 16.52117 16.76328 16.83611 16.84476
  [9] 17.04946 17.06747 17.04455 16.93150 17.09940 17.12951 17.21342 17.26174
 [17] 17.15641 17.19562 17.18492 17.24532 17.08039 17.08528 17.18795 17.24707
 [25] 17.31440 17.31988 17.38961 17.36319 17.31468 17.18690 17.37961 17.39071
 [33] 17.59683 17.51579 17.43584 17.38981 17.26344 17.35711 17.44433 17.39470
 [41] 17.49926 17.49290 17.45594 17.10180 17.33061 17.29593 17.27596 17.19789
 [49] 17.25279 17.11797 17.17349 17.30532 17.14822 16.99119 16.93406 16.90116
 [57] 17.01536 16.94798 17.17547 17.17331 16.97235 17.02307 16.98570 16.86432
 [65] 17.26044 17.22224 17.23353 17.14017 17.05312 17.13615 17.01753 17.11565
 [73] 17.20544 17.35700 17.14469 17.05573 17.03779 16.99418 17.00235 16.87391
 [81] 16.83324 16.84311 16.81551 16.69975 16.66639 16.61389 16.65023 16.63787
 [89] 16.69733 16.63171 16.59392 16.50559 16.52130 16.49706 16.51639 16.72724
 [97] 16.81536 16.93267 17.00022 16.90597 16.91827 16.79221 16.95263 16.77871
[105] 16.87828 16.93562 16.86877 16.66385 16.67900 16.78758 16.71696 16.70958
[113] 16.70533 16.83603 16.94458 17.00708 16.90992 16.88726 16.70778 16.70430
[121] 16.76886 16.83933 16.94647 16.90831 16.95291 17.04516 17.13157 17.14803
[129] 17.19080 17.18214 17.17715 17.27414 17.13026 17.04742 16.99972 17.00554
[137] 16.84246 16.81513 16.83268 16.80950 16.79615 16.75518 16.69830 16.83199
[145] 16.80910 16.79592 16.85491 17.05531 17.07083 17.04649 16.96590 17.05264
[153] 17.10259 17.19792 17.18624 17.07965 16.98499 16.99706 17.13716 17.15125
[161] 17.15937 17.13075 17.11428 17.10479 17.19919 17.18697 17.08007 17.01852
[169] 17.01637 16.91527 16.92363 17.06159 17.30746 17.44903 17.46397 17.43929
[177] 17.25865 17.12134 17.10886 17.13496 17.21656 17.29683 17.47620 17.27990
[185] 17.16687 17.10178 17.13088 17.18092 17.24303 17.27878 17.16623 17.43428
[193] 17.65520 17.58269 17.60751 17.58851 17.41114
attr(,"title")
[1] Chemical process concentrations

FitARMA documentation built on May 2, 2019, 9:33 a.m.