forecast (version 9.0.0)

fitted.ARFIMA: h-step in-sample forecasts for time series models.

Description

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

Usage

# S3 method for ARFIMA
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, ...)

Value

A time series of the h-step forecasts.

Arguments

object

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

h

The number of steps to forecast ahead.

...

Other arguments.

Author

Rob J Hyndman & Mitchell O'Hara-Wild

See Also

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

Examples

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)