[R] Regarding fitted value

[Rui Barradas]

Hello,

 From help('forecast::fitted.Arima'):

h	The number of steps to forecast ahead.


So you have the default h = 1 step ahead forecast for your model.


Hope this helps,

Rui Barradas

Às 12:13 de 28/01/21, Md. Moyazzem Hossain escreveu:
>   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.
>