[R] Regarding fitted value

Md. Moyazzem Hossain ho@@@|nmm @end|ng |rom jun|v@edu
Thu Jan 28 13:13:13 CET 2021


 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

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