fitted: Model Fitted Values

In tsmodels/tsforeign: Interface To Other Packages

Model Fitted Values

Description

Extract the fitted values from an estimated model.

Usage

## S3 method for class 'arima.estimate'
fitted(object, raw = FALSE, ...)

## S3 method for class 'bsts.estimate'
fitted(
  object,
  distribution = FALSE,
  invdiff = TRUE,
  raw = FALSE,
  type = c("filtered", "smoothed"),
  ...
)

Arguments

object	an object of class “arima.estimate” or “bsts.estimate”.
raw	if a transformation was used, whether to return the transformed fitted values (raw).
...	not currently used.
distribution	whether to return the full distribution for the bsts model.
invdiff	if a model in differences was estimated, whether to inverse the differencing when calculating the fitted values.
type	for the bsts model, the filtered are the one step ahead forecast values, whilst the smoothed represent those values using the whole information set.

Value

For the distribution choice, an object of class “tsmodel.distribution”, else an xts vector.

tsmodels/tsforeign documentation built on June 22, 2022, 2:09 p.m.