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.
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