In case further clarification is needed, this from Rob Hyndman, author of the Forecast package, may be helpful:
"fitted produces one-step in-sample (i.e., training data) "forecasts". That is, it gives a forecast of observation t using observations up to time t-1 for each t in the data. ... So fitted(fit) gives one-step forecasts of observations 1, 2, ... It is possible to produce a "forecast" for observation 1 as a forecast is simply the expected value of that observation given the model and any preceding history." >From Hyndman's answer in this thread <a href=" https://stats.stackexchange.com/questions/217955/difference-between-first-one-step-ahead-forecast-and-first-forecast-from-fitted?rq=1 "> https://stats.stackexchange.com/questions/217955/difference-between-first-one-step-ahead-forecast-and-first-forecast-from-fitted?rq=1 </a> See also <a href=" https://robjhyndman.com/hyndsight/out-of-sample-one-step-forecasts/";> https://robjhyndman.com/hyndsight/out-of-sample-one-step-forecasts/</a> <https://robjhyndman.com/hyndsight/out-of-sample-one-step-forecasts/> [A quick search on the stackexchange forum will turn up several similar questions & answers] HTH, *Best regards,* *Partho Sarkar* On Tue, Feb 2, 2021 at 12:28 PM Rui Barradas <ruipbarra...@sapo.pt> wrote: > Hello, > > You get the fitted values for years 2000, ..., 2019. > Those values are the original series minus the residuals: > > f <- fitted(model1) > g <- yy - resid(model1) > identical(f, g) # returns TRUE > > > If you want to *forecast*, this will give you the default h = 10 > forecasts. > > fc <- forecast(model1) > plot(fc) > > > Hope this helps, > > Rui Barradas > > Às 23:31 de 01/02/21, Md. Moyazzem Hossain escreveu: > > 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 > > <mailto: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>* > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
