time series - How to get fitted values from ar() method model in R -
i want retrieve fitted values ar()
function output model in r
. when using arima()
method, them using fitted(model.object)
function, cannot find equivalent ar()
.
it not store fitted vector have residuals. example of using residuals ar
-object reconstruct predictions original data:
data(wwwusage) arf <- ar(wwwusage) str(arf) #==================== list of 14 $ order : int 3 $ ar : num [1:3] 1.175 -0.0788 -0.1544 $ var.pred : num 117 $ x.mean : num 137 $ aic : named num [1:21] 258.822 5.787 0.413 0 0.545 ... ..- attr(*, "names")= chr [1:21] "0" "1" "2" "3" ... $ n.used : int 100 $ order.max : num 20 $ partialacf : num [1:20, 1, 1] 0.9602 -0.2666 -0.1544 -0.1202 -0.0715 ... $ resid : time-series [1:100] 1 100: na na na -2.65 -4.19 ... $ method : chr "yule-walker" $ series : chr "wwwusage" $ frequency : num 1 $ call : language ar(x = wwwusage) $ asy.var.coef: num [1:3, 1:3] 0.01017 -0.01237 0.00271 -0.01237 0.02449 ... - attr(*, "class")= chr "ar" #=================== str(wwwusage) # time-series [1:100] 1 100: 88 84 85 85 84 85 83 85 88 89 ... png(); plot(wwwusage) lines(seq(wwwusage),wwwusage - arf$resid, col="red"); dev.off()
Comments
Post a Comment