fitted.Arimax {TSA} | R Documentation |
Computes the fitted values of an arimax model.
## S3 method for class 'Arimax' fitted(object,...)
object |
a fitted model from the arimax function. |
... |
other arguments; not used here but kept to be consistent with the generic method |
fitted values
Kung-Sik Chan
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))