Re: [R] comparing ARIMA model to data

2011-04-07 Thread nandan amar
Hello Andrew, There are some parameters associated with the o/p of arima(), In your case fit. If one search for help(arima) , Values like sigma2,var.coef,loglik, aic will give you some information regarding how good the model is. If you want to overlay the output, you have to produce the output an

[R] comparing ARIMA model to data

2011-04-07 Thread Andrew Collier
hi, i am trying to teach myself about ARIMA models. i have followed examples from a number of sources and have more or less got the hang of how it works. i would like to compare the output from the fitted model to the original data. is this possible? or even a meaningful thing to do? to be clear,