[R] [?] ARIMA in R

[Prof Brian Ripley]

> From: Francisco Cribari <cribari at de.ufpe.br>
> To: r-help at stat.math.ethz.ch
> Subject: [R] [?] ARIMA in R
> Date: Mon, 22 May 2000 08:34:40 -0300
> 
> 
> I am using R version 1.0.1 both under Linux and Windows 98.
> 
> A simple question: After fitting an ARIMA model, how can I 
> plot in the same graph both the original series (solid line, 
> say) and the fitted values implied by the estimated model 
> (dotted line, say)? 
> 
> Example: 
> 
> library(ts)
> data(LakeHuron)
> arima0(LakeHuron, order=c(2,0,0), xreg=1:98)
> 
> How can I plot both the original series (LakeHuron) and the 
> fitted values in the same graph? 

What do you mean by the fitted values?  (For dependent data it is
not a very useful concept.)  Do you mean successive one-step predictions?
Or the predictions from the regression terms?  Or ...?

I suspect the answer is that it is not easy in R, but please specify
what you want.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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