My pleasure!
*Best regards,*
*Partho Sarkar*
On Tue, Feb 2, 2021 at 5:55 PM Rui Barradas <ruipbarradas at sapo.pt>
wrote:
> Hello,
>
> Thanks for the links, they are very helpful.
>
> Rui Barradas
>
> ?s 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 <ruipbarradas at
sapo.pt
> > <mailto:ruipbarradas at 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
> >
> > ?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>
> > > <mailto: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>*
> >
> > ______________________________________________
> > R-help at r-project.org <mailto:R-help at 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.
> >
>
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