[R] [?] ARIMA in R

Adrian Trapletti Adrian.Trapletti at wu-wien.ac.at
Mon May 22 15:06:28 CEST 2000


Francisco Cribari wrote:

> I am using R version 1.0.1 both under Linux and Windows 98.
>
> A simple question: After fitting an ARIMA model, how can I
> plot in the same graph both the original series (solid line,
> say) and the fitted values implied by the estimated model
> (dotted line, say)?
>
> Example:
>
> library(ts)
> data(LakeHuron)
> arima0(LakeHuron, order=c(2,0,0), xreg=1:98)

What about

md <- arima0(LakeHuron, order=c(2,0,0), xreg=1:98)
plot(LakeHuron)
lines(LakeHuron-md$resid,col="red")

Adrian


--
Adrian Trapletti, Vienna  University  of  Economics  and Business Ad-
ministration, Operations Research,  Augasse 2-6, 1090 Vienna, Austria
Phone: ++43-(0)1-31336-4561     Email: adrian.trapletti at wu-wien.ac.at
Fax: ++43-(0)1-31336-708   WWW: http://quor.wu-wien.ac.at/adrian.html



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