fitted.FitARMA {FitARMA}R Documentation

fitted method for class "FitARMA"

Description

The fitted values are the observed minus residuals. If there is differencing, the observed values are those corresponding to the differenced time series.

Usage

fitted.FitARMA(object, ...)

Arguments

object class "FitAR" object
... auxiliary parameters

Value

vector or ts object

Author(s)

A.I. McLeod

See Also

FitARMA

Examples

data(SeriesA)
out<-FitARMA(SeriesA, c(1,0,1))
fitted(out)

[Package FitARMA version 1.0 Index]