fitted.Arima: Fitted values of an arima model.

Description Usage Arguments Value Author(s) See Also Examples

Description

Computes the fitted values of an arima model.

Usage

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

Arguments

object

a fitted model from the arima function.

...

other arguments; not used here but kept to be consistent with the generic method

Value

fitted values

Author(s)

Kung-Sik Chan

See Also

arima

Examples

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data(hare)
hare.m1=arima(sqrt(hare),order=c(3,0,0))
fitted(hare.m1)

Example output

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 1.8-17. 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

Time Series:
Start = 1905 
End = 1935 
Frequency = 1 
 [1]  6.542777  5.833448  3.115158  4.146545  5.397691  5.879626  7.650061
 [8]  7.384598  8.057504  7.108137  5.937339  3.763714  3.718958  4.215807
[15]  4.675187  6.096151  6.801439  8.405966  8.363421  7.578696  6.180354
[22]  3.203168  2.983049  3.681222  2.051613  3.262221  4.351523  7.227639
[29] 10.600390  9.670617  6.898713

TSA documentation built on July 2, 2018, 1:04 a.m.