Accuracy: Accuracy

In UComp: Automatic Unobserved Components and Other Time Series Models

Accuracy

Description

Accuracy for 1 time series y and several forecasting methods py and h steps ahead py is h x nMethods x nSeries

Usage

Accuracy(py, y, s = frequency(y), collectFun = mean)

Arguments

py	matrix of forecasts (h x nMethods x nForecasts)
y	a matrix of actual values (n x nForecasts)
s	seasonal period, number of observations per year
collectFun	aggregation function (mean, median, etc.)

Value

Table of results

Author(s)

Diego J. Pedregal

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, ident, cusum, varTest, conv, armaFilter, dif, roots, zplane, acft, slide, plotSlide, tsDisplay, size

Examples

## Not run: Accuracy(py, y, 12)

UComp documentation built on May 31, 2023, 7:41 p.m.