Residual standard error: 1671 on 353 degrees of freedom
Multiple R-squared: 0.1858, Adjusted R-squared: 0.1743
F-statistic: 16.11 on 5 and 353 DF, p-value: 2.602e-14
The fitted values from this regression is for the first difference series. I tried to calculate the level fitted values using the cumsum() function in R. The fitted values start from 7th observation as 6 observations are lost from 5 lags of the difference series. The attached file shows a small subset of observed, fitted values from R and computed level fitted values
For example, to calculate the fitted level value for interval 10
L1Fitted_Int10 <- cumsum(7 : 10) + usage
L1Fitted_Int11 <- cumsum(7 : 11) + usage
L1Fitted_Int12 <- cumsum(7 : 12) + usage
L1Fitted_Int13 <- cumsum(7 : 13) + usage
Going down to interval 210 and beyond, the level fitted values seem to diverge massively from the actual usage values. I am presuming that this is because something doesn't appear to be correct in my computation using the cumsum() function + usage value
I tested with the actual usage values and it works perfectly for every single value.
Can some one help me identify where am I going wrong in my computation.