Producing the in sample predictions of a prais-lm regressionSource:
an object of class
"levels". The results are either returned in changes or in levels.
a named matrix time series of two columns, one for the response and the other
for the predicted value.
"tscomparison" class is added to the object.
autoplot can be used on this object to produce
The predicted values are different from the fitted values :
they are eventually reintegrated.
they contain the autocorrelated part of the residuals.
Besides, changes are relative to the latest benchmark value, not the latest predicted value.