Fitted Values chart - how to get values?

Hi All

Could you pls advise how to get fitted values based on prediction of arima/ets model for input data? I dont need prediction, but only fitted using model. Thanks!

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Accepted answers

NeilR

The following seems to be working for me for the ETS tool:

hook up an R tool to the O output anchor of the ETS tool
paste in the following R code into the R tool

the.model <- read.Alteryx("#1")
mod.obj <- unserializeObject(as.character(the.model$Object[1]))
model.fitted <- fitted(mod.obj)
write.Alteryx(data.frame(Fitted=as.matrix(model.fitted)), 1)

All comments

NeilR

The following seems to be working for me for the ETS tool:

hook up an R tool to the O output anchor of the ETS tool
paste in the following R code into the R tool

the.model <- read.Alteryx("#1")
mod.obj <- unserializeObject(as.character(the.model$Object[1]))
model.fitted <- fitted(mod.obj)
write.Alteryx(data.frame(Fitted=as.matrix(model.fitted)), 1)

krishnapandey

Hi Neil,

I am trying to use same code for getting fitted values for ARIMA model ARIMA(1,0,1)(1,0,1)12 but i am getting error "Error: R (95): Error in array(x, c(length(x), 1L), if (!is.null(names(x))) list(names(x), :
". any thoughts?

Thanks,

Kris

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