R: h-step in-sample forecasts for time series models.

fitted.fracdiff {forecast} | R Documentation

## h-step in-sample forecasts for time series models.

### Description

Returns h-step forecasts for the data used in fitting the model.

### Usage

    ## S3 method for class 'fracdiff'
    fitted(object, h = 1, ...)

    ## S3 method for class 'Arima'
    fitted(object, h = 1, ...)

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

    ## S3 method for class 'bats'
    fitted(object, h = 1, ...)

    ## S3 method for class 'ets'
    fitted(object, h = 1, ...)

    ## S3 method for class 'nnetar'
    fitted(object, h = 1, ...)

    ## S3 method for class 'tbats'
    fitted(object, h = 1, ...)

### Arguments

`object` | An object of class "`Arima`", "`bats`", "`tbats`", "`ets`" or "`nnetar`".
`h` | The number of steps to forecast ahead.
`...` | Other arguments.

### Value

A time series of the h-step forecasts.

### Author(s)

Rob J Hyndman & Mitchell O'Hara-Wild

### See Also

`forecast.Arima`, `forecast.bats`, `forecast.tbats`, `forecast.ets`, `forecast.nnetar`, `residuals.Arima`, `residuals.bats`, `residuals.tbats`, `residuals.ets`, `residuals.nnetar`.

### Examples

    fit <- ets(WWWusage)
    plot(WWWusage)
    lines(fitted(fit), col='red')
    lines(fitted(fit, h=2), col='green')
    lines(fitted(fit, h=3), col='blue')
    legend("topleft", legend=paste("h =",1:3), col=2:4, lty=1)

[Package forecast version 8.2 Index]