Extracts the fitted values.
# S3 method for VAR fitted(object, ...)
object | The time series model used to produce the forecasts |
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... | Additional arguments for forecast model methods. |
A vector of fitted values.
lung_deaths <- cbind(mdeaths, fdeaths) %>% as_tsibble(pivot_longer = FALSE) lung_deaths %>% model(VAR(vars(mdeaths, fdeaths) ~ AR(3))) %>% fitted()#> # A tsibble: 72 x 4 [1M] #> # Key: .model [1] #> .model index mdeaths fdeaths #> <chr> <mth> <dbl> <dbl> #> 1 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Jan NA NA #> 2 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Feb NA NA #> 3 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Mar NA NA #> 4 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Apr 1688. 650. #> 5 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 May 1539. 588. #> 6 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Jun 1224. 452. #> 7 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Jul 1220. 420. #> 8 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Aug 1422. 505. #> 9 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Sep 1311. 471. #> 10 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Oct 1342. 480. #> # … with 62 more rows