Displaying 2 results from an estimated 2 matches for "xfit100".
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fit100
2010 Oct 29
0
true time series lags behind fitted values in arima model
...7.302747, 7.168251, 7.124798, 7.094881, 7.119132, 7.049250, 6.961049,
7.013442, 6.915243, 6.758036, 6.665078, 6.730523, 6.702005, 6.905522,
7.005191, 7.308986)
model100<-arima(X,order=c(1,0,0),include.mean=T,method="ML") # the
arima model
resid100<-residuals(model100)
Xfit100<-X-resid100 # the fitted values
ts.plot(cbind(Xfit100,X),col=c(2,4),main="ARIMA(1,0,0)") # plot the
true ts vs the fitted values
legend(20,7.5,c("true values","fitted
values"),pch=c(16,16),col=c("blue","red"))
## Same analysis using lm()
Y&l...
2010 Oct 31
1
R-help Digest, Vol 92, Issue 31
...7.302747, 7.168251, 7.124798, 7.094881, 7.119132, 7.049250, 6.961049,
7.013442, 6.915243, 6.758036, 6.665078, 6.730523, 6.702005, 6.905522,
7.005191, 7.308986)
model100<-arima(X,order=c(1,0,0),include.mean=T,method="ML") # the
arima model
resid100<-residuals(model100)
Xfit100<-X-resid100 # the fitted values
ts.plot(cbind(Xfit100,X),col=c(2,4),main="ARIMA(1,0,0)") # plot the
true ts vs the fitted values
legend(20,7.5,c("true values","fitted
values"),pch=c(16,16),col=c("blue","red"))
## Same analysis using lm()
Y&l...