fitted.Arima {forecast} | R Documentation |
Returns h-step forecasts for the data used in fitting the ARIMA model.
## S3 method for class 'Arima' fitted(object, biasadj=FALSE, h=1, ...)
object |
An object of class " |
biasadj |
Use adjusted back-transformed mean for Box-Cox transformations. If TRUE, point forecasts and fitted values are mean forecast. Otherwise, these points can be considered the median of the forecast densities. |
h |
The number of steps to forecast ahead. |
... |
Other arguments. |
A time series of the h-step forecasts.
Rob J Hyndman
fit <- Arima(WWWusage,c(3,1,0)) plot(WWWusage) lines(fitted(fit, h=1), col='red') lines(fitted(fit, h=2), col='green') lines(fitted(fit, h=3), col='blue') legend("topleft", legend=paste("h =",1:3), col=2:4, lty=1)