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: