R plot 华宇装 model 同原系列

Question

I was using GRETL. There, when I do the forecasting for the validation of the arima model, I will get the fitted series in blue line and the original series in red line. Later, I switched to R and here I could not find any command to do the same. I am using Arima model from forecast package.

details,

In GRETL I use to do model->time series -> arima -> forecast. It will automatically print the fitted and the original series. Any idea to do the same on R?

Answer 1

This question is fairly open ended, but here is a very, very basic answer. Starting directly from one of the examples provided in the help files for Arima in the forecast package:

fit <- Arima(WWWusage,order=c(3,1,0))

You say you want the original series in red and the fitted series in blue:

plot(fit$x,col="red")
lines(fitted(fit),col="blue")

which produces a plot that looks something like this:

For basic questions like this, I suggest you spend some quality time here becoming familiar with some of R's basic functionality.

Answer 2

The differences you are finding are because the arima() function is different from the Arima() function. The former is contained in the basis stats package, the lattercomes from the package forecast and includes the fitted() function to predict over the observed values.