I am trying to find a way to obtain the fitted values for a model fit using arima() in the ts package. I came across a suggestion in the mailing list archive that these values can be simply calculated as:

model<-arima(t, order = c(1,1,0));
fitted<-t-model$residuals;

But, the help file for arima() in the ts package describes the residuals values returned as being "standardized residuals" - I was wondering in what way the residuals have been standardized as they do not appear to always have a variance close to 1, and whether the standardization affects the validity of the above way of calculating the fitted values. If so, is there any easy way to get the fitted values?

Bridget

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