Re: [R] Regarding fitted value

2021-02-02 Thread Md. Moyazzem Hossain
Dear Partho Sarkar and Rui Barradas Thanks a lot. Take care. On Tue, Feb 2, 2021 at 12:34 PM Partho Sarkar wrote: > My pleasure! > > *Best regards,* > *Partho Sarkar* > > On Tue, Feb 2, 2021 at 5:55 PM Rui Barradas wrote: > >> Hello, >> >> Thanks for the links, they are very helpful. >> >> Ru

Re: [R] Regarding fitted value

2021-02-02 Thread Partho Sarkar
My pleasure! *Best regards,* *Partho Sarkar* On Tue, Feb 2, 2021 at 5:55 PM Rui Barradas wrote: > Hello, > > Thanks for the links, they are very helpful. > > Rui Barradas > > Às 11:36 de 02/02/21, Partho Sarkar escreveu: > > In case further clarification is needed, this from Rob Hyndman, author

Re: [R] Regarding fitted value

2021-02-02 Thread Rui Barradas
Hello, Thanks for the links, they are very helpful. Rui Barradas Às 11:36 de 02/02/21, Partho Sarkar escreveu: In case further clarification is needed, this from Rob Hyndman, author of the Forecast package, may be helpful: "fitted produces one-step in-sample (i.e., training data) "forecasts"

Re: [R] Regarding fitted value

2021-02-02 Thread Partho Sarkar
In case further clarification is needed, this from Rob Hyndman, author of the Forecast package, may be helpful: "fitted produces one-step in-sample (i.e., training data) "forecasts". That is, it gives a forecast of observation t using observations up to time t-1 for each t in the data. ... So fitt

Re: [R] Regarding fitted value

2021-02-01 Thread Rui Barradas
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(

Re: [R] Regarding fitted value

2021-02-01 Thread Md. Moyazzem Hossain
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 wrote: > Hello, > >

Re: [R] Regarding fitted value

2021-01-28 Thread Rui Barradas
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 doi

[R] Regarding fitted value

2021-01-28 Thread Md. Moyazzem Hossain
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