[R] request information about a problem with an ARIMA function

ripley@stats.ox.ac.uk
Mon, 01 Jul 2002 16:16:12 -0000

On Mon, 1 Jul 2002, Silvia Balbinot wrote:

>
> Hi! I'm an italian girl from Belluno and I've been using R since
January
> but, now, I've got a problem:
>
> I'm using the function ARIMA for the prediction of a time serie and I
> want to know how can I see the fitted values: when I used the funtion lm
> for linear regression I wrote, for example, xxx$fitted.values so I saw
> the values of the model.

Not a good idea.  Call fitted(myfit) etc.

> Whit ARIMA function I try to write a lot of names such as:
>
> xxx$fitted.values xxx$values xxx$prediction ..... and so on but, I
> didn't find the values obtained by the ARIMA model and I don't know
what
> I have to do.

I presume you are using arima from package ts: R names are case-sensitive.

?arima has a section `Value' telling you what is returned.  Note
though that time series models don't really have fitted values, as
prediction at the current time will be exact.


--
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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