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
?s 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 <ruipbarradas at sapo.pt
> <mailto:ruipbarradas at 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
>
> ?s 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>*