[R] request information about a problem with an ARIMA function

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Mon Jul 1 18:16:12 CEST 2002

On Mon, 1 Jul 2002, Silvia Balbinot wrote:

> Hi! I'm an italian girl from Belluno and I've been using R since January
> but, now, I've got a problem:
> I'm using the function ARIMA for the prediction of a time serie and I
> want to know how can I see the fitted values: when I used the funtion lm
> for linear regression I wrote, for example, xxx$fitted.values so I saw
> the values of the model.

Not a good idea.  Call fitted(myfit) etc.

> Whit ARIMA function I try to write a lot of names such as:
> xxx$fitted.values xxx$values xxx$prediction ..... and so on but, I
> didn't find the values obtained by the ARIMA model and I don't know what
> I have to do.

I presume you are using arima from package ts: R names are case-sensitive.

?arima has a section `Value' telling you what is returned.  Note
though that time series models don't really have fitted values, as
prediction at the current time will be exact.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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