Dear Partho Sarkar and Rui Barradas Thanks a lot.
Take care. On Tue, Feb 2, 2021 at 12:34 PM Partho Sarkar <partho...@gmail.com> wrote: > My pleasure! > > *Best regards,* > *Partho Sarkar* > > On Tue, Feb 2, 2021 at 5:55 PM Rui Barradas <ruipbarra...@sapo.pt> wrote: > >> Hello, >> >> Thanks for the links, they are very helpful. >> >> Rui Barradas >> >> Às 11:36 de 02/02/21, Partho Sarkar escreveu: >> > 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 >> > <mailto: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> >> > > <mailto: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 <mailto: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. >> > >> > -- 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>* [[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.
