Michael
2006-Apr-21 14:22 UTC
[R] where is the fitted value of autoregressive AR function in R?
> myAR3=ar(mytimeseries, FALSE, 3); > print(myAR3);Call: ar(x = mytimeseries, aic = FALSE, order.max = 3) Coefficients: 1 2 3 0.9220 0.0039 -0.1314 names(myAR) [1] "order" "ar" "var.pred" "x.mean" "aic" [6] "n.used" "order.max" "partialacf" "resid" "method" [11] "series" "frequency" "call" "asy.var.coef" ------------------------------------ But where are the fitted values? And how can I construct the AR values from those terms in myAR? Thanks a lot! [[alternative HTML version deleted]]