fitted.FitARMA {FitARMA} | R Documentation |
The fitted values are the observed minus residuals. If there is differencing, the observed values are those corresponding to the differenced time series.
fitted.FitARMA(object, ...)
object |
class "FitAR" object |
... |
auxiliary parameters |
vector or ts object
A.I. McLeod
data(SeriesA) out<-FitARMA(SeriesA, c(1,0,1)) fitted(out)