[R] forecast in arima

Nestor Arguea narguea at ihmc.us
Fri Apr 30 06:32:27 CEST 2010


?fitted

For instance:

  xa <- arima(x,order=c(1,1,1))
fitted(xa)

Nestor
On 04/29/2010 11:30 AM, Julia A wrote:
> Hello,
>
> I have a question about forecast under model arima(1,1,1).
> I construct this model on 1000 observations and find the forecast for
> following, for example, 100 observations.
> But it' s necessary for me to get the predicted values of the previous 100
> observations and compare it with actual values.
>
> Please, tell me what should be done.
> Thank you very much
>
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>
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