Dear Rui Barradas
Thank you very much for your reply.
However, still now, I have a confusion whether I get the fitted value for
the year 2000, 2001, ..., 2020 or 2001, 2002, ..., 2021.
Need any more help.
Thanks in advance.
Md
On Thu, Jan 28, 2021 at 4:47 PM Rui Barradas <ruipbarra...@sapo.pt> wrote:
> 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.
> >
>
--
Best Regards,
Md. Moyazzem Hossain
Associate Professor
Department of Statistics
Jahangirnagar University
Savar, Dhaka-1342
Bangladesh
Website: http://www.juniv.edu/teachers/hossainmm
Research: *Google Scholar
<https://scholar.google.com/citations?user=-U03XCgAAAAJ&hl=en&oi=ao>*;
*ResearchGate
<https://www.researchgate.net/profile/Md_Hossain107>*; *ORCID iD
<https://orcid.org/0000-0003-3593-6936>*
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