forecast (version 7.2)

fitted.Arima: h-step in-sample forecasts using ARIMA models

Description

Returns h-step forecasts for the data used in fitting the ARIMA model.

Usage

"fitted"(object, biasadj=FALSE, h=1, ...)

Arguments

object

An object of class "Arima". Usually the result of a call to arima.

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.

Value

See Also

forecast.Arima.

Examples

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)