fitted.fracdiff

0th

Percentile

h-step in-sample forecasts for time series models.

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

Keywords
ts
Usage
# S3 method for fracdiff
fitted(object, h = 1, ...)

# S3 method for Arima fitted(object, h = 1, ...)

# S3 method for ar fitted(object, ...)

# S3 method for bats fitted(object, h = 1, ...)

# S3 method for ets fitted(object, h = 1, ...)

# S3 method for modelAR fitted(object, h = 1, ...)

# S3 method for nnetar fitted(object, h = 1, ...)

# S3 method for tbats fitted(object, h = 1, ...)

Arguments
object

An object of class "Arima", "bats", "tbats", "ets" or "nnetar".

h

The number of steps to forecast ahead.

...

Other arguments.

Value

A time series of the h-step forecasts.

See Also

forecast.Arima, forecast.bats, forecast.tbats, forecast.ets, forecast.nnetar, residuals.Arima, residuals.bats, residuals.tbats, residuals.ets, residuals.nnetar.

Aliases
  • fitted.fracdiff
  • fitted.Arima
  • fitted.ar
  • fitted.bats
  • fitted.ets
  • fitted.modelAR
  • fitted.nnetar
  • fitted.tbats
Examples
# NOT RUN {
fit <- ets(WWWusage)
plot(WWWusage)
lines(fitted(fit), 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)

# }
Documentation reproduced from package forecast, version 8.7, License: GPL-3

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