CV: Cross-validation statistic

In forecast: Forecasting Functions for Time Series and Linear Models

Cross-validation statistic

Description

Computes the leave-one-out cross-validation statistic (the mean of PRESS – prediction residual sum of squares), AIC, corrected AIC, BIC and adjusted R^2 values for a linear model.

Usage

CV(obj)

Arguments

obj	Output from stats::lm() or tslm().

Value

Numerical vector containing CV, AIC, AICc, BIC and AdjR2 values.

Author(s)

Rob J Hyndman

See Also

stats::AIC()

Examples

y <- ts(rnorm(120, 0, 3) + 20 * sin(2 * pi * (1:120) / 12), frequency = 12)
fit1 <- tslm(y ~ trend + season)
fit2 <- tslm(y ~ season)
CV(fit1)
CV(fit2)

forecast documentation built on March 18, 2026, 9:07 a.m.