hi, i am trying to teach myself about ARIMA models. i have followed examples from a number of sources and have more or less got the hang of how it works. i would like to compare the output from the fitted model to the original data. is this possible? or even a meaningful thing to do?
to be clear, for example, having generated a fit to some data using > fit <- arima(LakeHuron, order = c(1, 0, 1)) and then plotting the data with > plot(LakeHuron) is it possible to overlay the output of the model on the original data to compare how well it captures the variations in the data? i know that predict can be used to extrapolate beyond the end of the data series, but i want to evaluate the model within (not beyond) the original data. best regards, andrew. -- Andrew B. Collier Physicist Waves and Space Plasmas Group Hermanus Magnetic Observatory Honorary Senior Lecturer tel: +27 31 2601157 Space Physics Research Institute fax: +27 31 2607795 University of KwaZulu-Natal, Durban, South Africa gsm: +27 83 3813655 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
