fitted.Arimax {TSA}R Documentation

Fitted values of an arimax model.

Description

Computes the fitted values of an arimax model.

Usage

## S3 method for class 'Arimax'
fitted(object,...)

Arguments

object

a fitted model from the arimax function.

...

other arguments; not used here but kept to be consistent with the generic method

Value

fitted values

Author(s)

Kung-Sik Chan

See Also

arimax

Examples

data(airmiles)
air.m1=arimax(log(airmiles),order=c(0,1,1),seasonal=list(order=c(0,1,1),
period=12),xtransf=data.frame(I911=1*(seq(airmiles)==69),
I911=1*(seq(airmiles)==69)),
transfer=list(c(0,0),c(1,0)),xreg=data.frame(Dec96=1*(seq(airmiles)==12),
Jan97=1*(seq(airmiles)==13),Dec02=1*(seq(airmiles)==84)),method='ML')
plot(log(airmiles),ylab="log(airmiles)")
points(fitted(air.m1))

[Package TSA version 0.98 Index]