R help - Apr 2010 - forecast in arima

Hello,

I have a question about forecast under model arima(1,1,1).
I construct this model on 1000 observations and find the forecast for
following, for example, 100 observations.
But it' s necessary for me to get the predicted values of the previous 100
observations and compare it with actual values.

Please, tell me what should be done.
Thank you very much

	[[alternative HTML version deleted]]

?fitted

For instance:

  xa <- arima(x,order=c(1,1,1))
fitted(xa)

Nestor
On 04/29/2010 11:30 AM, Julia A wrote:
> Hello,
>
> I have a question about forecast under model arima(1,1,1).
> I construct this model on 1000 observations and find the forecast for
> following, for example, 100 observations.
> But it' s necessary for me to get the predicted values of the previous
100
> observations and compare it with actual values.
>
> Please, tell me what should be done.
> Thank you very much
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> 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.
>
>
>