Regarding fitted value

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Regarding fitted value

Md. Moyazzem Hossain
 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]]

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Re: Regarding fitted value

Rui Barradas
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.
>

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Re: Regarding fitted value

Md. Moyazzem Hossain
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>*

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Re: Regarding fitted value

Rui Barradas
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
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Re: Regarding fitted value

Partho Sarkar
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
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Re: Regarding fitted value

Rui Barradas
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.
>

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
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Re: Regarding fitted value

Partho Sarkar
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.
> >
>

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Re: Regarding fitted value

Md. Moyazzem Hossain
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>*
>> >
>> >     ______________________________________________
>> >     [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.
>> >
>>
>

--
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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______________________________________________
[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.