fitted.Arima: h-step in-sample forecasts for time series models.

In forecast: Forecasting Functions for Time Series and Linear Models

h-step in-sample forecasts for time series models.

Description

Returns h-step forecasts for the data used in fitting the model.

Usage

## S3 method for class 'ARFIMA'
fitted(object, h = 1, ...)

## S3 method for class 'Arima'
fitted(object, h = 1, ...)

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

## S3 method for class 'bats'
fitted(object, h = 1, ...)

## S3 method for class 'ets'
fitted(object, h = 1, ...)

## S3 method for class 'modelAR'
fitted(object, h = 1, ...)

## S3 method for class 'nnetar'
fitted(object, h = 1, ...)

## S3 method for class 'tbats'
fitted(object, h = 1, ...)

Arguments

object	An object of class Arima, bats, tbats, ets or nnetar.
h	The number of steps to forecast ahead.
...	Other arguments.

Value

A time series of the h-step forecasts.

Author(s)

Rob J Hyndman & Mitchell O'Hara-Wild

See Also

forecast.Arima(), forecast.bats(), forecast.tbats(), forecast.ets(), forecast.nnetar(), residuals.Arima(), residuals.bats() residuals.tbats(), residuals.ets(), residuals.nnetar().

Examples

fit <- ets(WWWusage)
plot(WWWusage)
lines(fitted(fit), col = "red")
lines(fitted(fit, h = 2), col = "green")
lines(fitted(fit, h = 3), col = "blue")
legend("topleft", legend = paste("h =", 1:3), col = 2:4, lty = 1)

forecast documentation built on March 18, 2026, 9:07 a.m.