[R] arima() in ts
Bridget
btp16 at student.canterbury.ac.nz
Tue Nov 18 03:53:33 CET 2003
I am trying to find a way to obtain the fitted values for a model fit
using arima() in the ts package. I came across a suggestion in the
mailing list archive that these values can be simply calculated as:
model<-arima(t, order = c(1,1,0));
fitted<-t-model$residuals;
But, the help file for arima() in the ts package describes the residuals
values returned as being "standardized residuals" - I was wondering in
what way the residuals have been standardized as they do not appear to
always have a variance close to 1, and whether the standardization
affects the validity of the above way of calculating the fitted values.
If so, is there any easy way to get the fitted values?
Bridget
More information about the R-help
mailing list