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Md. Moyazzem Hossain

Regarding fitted value

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

[[alternative HTML version deleted]]

______________________________________________
[hidden email] 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.

Rui Barradas

Re: Regarding fitted value

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

Às 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.
>

______________________________________________
[hidden email] 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.

Md. Moyazzem Hossain

Re: Regarding fitted value

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 <[hidden email]> 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
>
> Às 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>*

[[alternative HTML version deleted]]

______________________________________________
[hidden email] 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.

Rui Barradas

Re: Regarding fitted value

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

Às 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 <[hidden email]
> <mailto:[hidden email]>> 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
>
> Às 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>*

Partho Sarkar

Re: Regarding fitted value

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 <[hidden email]> 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
>
> Às 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 <[hidden email]
> > <mailto:[hidden email]>> 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
> >
> > Às 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>*
>
> ______________________________________________
> [hidden email] 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.
>

[[alternative HTML version deleted]]

______________________________________________
[hidden email] 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.

Rui Barradas

Re: Regarding fitted value

Hello,

Thanks for the links, they are very helpful.

Rui Barradas

Às 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 <[hidden email]
> <mailto:[hidden email]>> 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
>
> Às 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
> <[hidden email] <mailto:[hidden email]>
> > <mailto:[hidden email] <mailto:[hidden email]>>> 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
> >
> > Às 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>*
>
> ______________________________________________
> [hidden email] <mailto:[hidden email]> 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.
>

Partho Sarkar

Re: Regarding fitted value

My pleasure!

*Best regards,*
*Partho Sarkar*

On Tue, Feb 2, 2021 at 5:55 PM Rui Barradas <[hidden email]> wrote:

> Hello,
>
> Thanks for the links, they are very helpful.
>
> Rui Barradas
>
> Às 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 <[hidden email]
> > <mailto:[hidden email]>> 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
> >
> > Às 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
> > <[hidden email] <mailto:[hidden email]>
> > > <mailto:[hidden email] <mailto:[hidden email]>>>
> 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
> > >
> > > Às 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>*
> >
> > ______________________________________________
> > [hidden email] <mailto:[hidden email]> 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.
> >
>

Md. Moyazzem Hossain

Re: Regarding fitted value

Dear Partho Sarkar and Rui Barradas

Thanks a lot.

Take care.

On Tue, Feb 2, 2021 at 12:34 PM Partho Sarkar <[hidden email]> wrote:

> My pleasure!
>
> *Best regards,*
> *Partho Sarkar*
>
> On Tue, Feb 2, 2021 at 5:55 PM Rui Barradas <[hidden email]> wrote:
>
>> Hello,
>>
>> Thanks for the links, they are very helpful.
>>
>> Rui Barradas
>>
>> Às 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 <[hidden email]
>> > <mailto:[hidden email]>> 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
>> >
>> > Às 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
>> > <[hidden email] <mailto:[hidden email]>
>> > > <mailto:[hidden email] <mailto:[hidden email]>>>
>> 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
>> > >
>> > > Às 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>*
>> >
>> > ______________________________________________
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>> > PLEASE do read the posting guide
>> > http://www.R-project.org/posting-guide.html
>> > and provide commented, minimal, self-contained, reproducible code.
>> >
>>
>