On 19-05-2013, at 05:25, Preetam Pal <lordpree...@gmail.com> wrote: > Hi, > > Thanks Rui, but the problem is at this point, I don't want to predict. > I want to see for the time being, how good my model fits the previous data > points. > So, if I specify n.ahead=-1 (or any -ve value) , R shows an error like: > Error in rep(1, n.ahead) : invalid 'times' argument > How do I get this comparison done? >
One of the components of the return value of arima() is "residuals". Why don't you compute the predicted series by actual_series - residuals? See ?arima. Berend > Another problem I am facing here is (and this is about prediction): > > To get the model, I entered : arima=arima((y,order=c(2,0,2),xreg=g); > Suppose, I want tot predict the next value of y, but when I type > predict=predict(arima,n.ahead=1,newxreg=g[16]), the following > warning appears: > Warning message: > In predict = predict(arima, n.ahead = 1, newxreg = g[16]) : > number of items to replace is not a multiple of replacement length > > So these are the 2 issues I am facing.Any help is welcome. > Thanks, > Preetam > > > > On Sun, May 19, 2013 at 3:58 AM, Rui Barradas <ruipbarra...@sapo.pt> wrote: > >> Hello, >> >> At an R prompt type >> >> ?predict.Arima >> >> Hope this helps, >> >> Rui Barradas >> >> Em 18-05-2013 21:42, Preetam Pal escreveu: >> >> Hi all, >>> >>> I have a time series Y which I have modelled as ARIMA(2,0,2) by using the >>> arima function . >>> I want to know the model predicted values so that I can compare them with >>> the actual values. >>> Which function do I need to use to get the predicted values? I have tried >>> to find out, but with no luck till now. >>> Appreciate your help. >>> >>> Thanks, >>> Preetam >>> >>> >>> >>> > > > -- > Preetam Pal > (+91)-9432212774 > M-Stat 2nd Year, Room No. N-114 > Statistics Division, C.V.Raman > Hall > Indian Statistical Institute, B.H.O.S. > Kolkata. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
