[R] newie question fitting ARIMA

[Schweitzer, Markus]

Hello,

I actually have an understanding problem about estimating ARIMA-Models.

I use the package forecast
and here I simply do best.arima.
I can get fitted values by the comand fitted()
To estimate the forecasterrors

x=c(1:20)
y=best.arima(x)
fitted(y)

forecasterrors(fitted(y), x)


My question is, whether this is the right approach or not.
Should there be a lag of 1 in y since the forecast is always for the
period t+1?

I also try to do this procedure for other models (HoltWinters etc) and I
want to choose the model with the lowest Mean absolute Error.

attached please also find a plot of another arima model and its fitted
values. 
I hope there is an easy answer to my question.

Thank you very much in advance and best regards, 


Markus Schweitzer - http://www.pokertips.tk