Hello,
You get the fitted values for years 2000, ..., 2019.
Those values are the original series minus the residuals:
f <- fitted(model1)
g <- yy - resid(model1)
identical(f, g) # returns TRUE
If you want to *forecast*, this will give you the default h = 10
forecasts.
fc <- forecast(model1)
plot(fc)
Hope this helps,
Rui Barradas
Às 23:31 de 01/02/21, Md. Moyazzem Hossain escreveu:
Dear Rui Barradas
Thank you very much for your reply.
However, still now, I have a confusion whether I get the fitted value
for the year 2000, 2001, ..., 2020 or 2001, 2002, ..., 2021.
Need any more help.
Thanks in advance.
Md
On Thu, Jan 28, 2021 at 4:47 PM Rui Barradas <ruipbarra...@sapo.pt
<mailto:ruipbarra...@sapo.pt>> wrote:
Hello,
From help('forecast::fitted.Arima'):
h The number of steps to forecast ahead.
So you have the default h = 1 step ahead forecast for your model.
Hope this helps,
Rui Barradas
Às 12:13 de 28/01/21, Md. Moyazzem Hossain escreveu:
> Dear R-experts,
>
> I hope that all of you are doing well. I got the filled value
from the
> ARIMA model.
>
> I use the following working code. But I am not clear whether I
got the
> fitted value for each *corresponding time* of the original data
point like
> 2000, 2001, 2020 or get a *one-step-ahead* fitted value. Please
suggest me
> any reference for further reading to my understanding.
>
> ########################
>
y<-c(120,340,250,430,125,324,763,458,763,905,765,456,234,345,654,654,567,876,907,456)
> library(forecast)
> library(tseries)
> yy=ts(y, start=c(2000,1))
>
> model1=Arima(yy,order=c(0,2,1), lambda = NULL,method='ML')
> model1
>
> f <- fitted( model1)
> plot(yy)
> plot(f)
>
> Thanks in advance.
>
--
Best Regards,
Md. Moyazzem Hossain
Associate Professor
Department of Statistics
Jahangirnagar University
Savar, Dhaka-1342
Bangladesh
Website: http://www.juniv.edu/teachers/hossainmm
Research: *Google Scholar
<https://scholar.google.com/citations?user=-U03XCgAAAAJ&hl=en&oi=ao>*;
*ResearchGate <https://www.researchgate.net/profile/Md_Hossain107>*;
*ORCID iD <https://orcid.org/0000-0003-3593-6936>*
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