Re: [R] comparing ARIMA model to data

From: nandan amar <nandan.amar_at_gmail.com>
Date: Thu, 07 Apr 2011 18:10:47 +0530

Hello Andrew,
There are some parameters associated with the o/p of arima(), In your case fit.
If one search for help(arima) ,
Values like sigma2,var.coef,loglik, aic will give you some information regarding how good the model is.

If you want to overlay the output, you have to produce the output and you already know predict().
regards.

On 7 April 2011 17:04, Andrew Collier <collierab_at_gmail.com> wrote:

> hi,
>
> i am trying to teach myself about ARIMA models. i have followed examples
> from a number of sources and have more or less got the hang of how it
> works. i would like to compare the output from the fitted model to the
> original data. is this possible? or even a meaningful thing to do?
>
> to be clear, for example, having generated a fit to some data using
>
> > fit <- arima(LakeHuron, order = c(1, 0, 1))
>
> and then plotting the data with
>
> > plot(LakeHuron)
>
> is it possible to overlay the output of the model on the original data
> to compare how well it captures the variations in the data? i know that
> predict can be used to extrapolate beyond the end of the data series,
> but i want to evaluate the model within (not beyond) the original data.
>
> best regards,
> andrew.
>
> --
> Andrew B. Collier
>
> Physicist
> Waves and Space Plasmas Group
> Hermanus Magnetic Observatory
>
> Honorary Senior Lecturer tel: +27 31 2601157
> Space Physics Research Institute fax: +27 31 2607795
> University of KwaZulu-Natal, Durban, South Africa gsm: +27 83 3813655
>
> ______________________________________________
> R-help_at_r-project.org mailing list
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> PLEASE do read the posting guide
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>

-- 
Amar Kumar Nandan
Karnataka, India, 560100
http://aknandan.co.nr

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Received on Thu 07 Apr 2011 - 12:44:03 GMT

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