Description Usage Arguments Details Value Author(s) References See Also Examples

Returns a range of summary measures of the forecast accuracy. The function
measures out-of-sample forecast accuracy based on (holdout data - forecasts)
and in-sample accuracy at the bottom level when setting ```
keep.fitted =
TRUE
```

in the `forecast.gts`

. All measures are defined and
discussed in Hyndman and Koehler (2006).

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`f` |
An object of class |

`test` |
An object of class |

`levels` |
Return the specified level(s), when carrying out out-of-sample |

`...` |
Extra arguments to be ignored |

MASE calculation is scaled using MAE of in-sample naive forecasts for non-seasonal time series, and in-sample seasonal naive forecasts for seasonal time series.

Matrix giving forecast accuracy measures.

`ME` |
Mean Error |

`RMSE` |
Root Mean Square Error |

`MAE` |
Mean Absolute Error |

`MAPE` |
Mean Absolute Percentage Error |

`MPE` |
Mean Percentage Error |

`MASE` |
Mean Absolute Scaled Error |

Rob J Hyndman and Earo Wang

R. J. Hyndman and A. Koehler (2006), Another look at measures of
forecast accuracy, *International Journal of Forecasting*, **22**,
679-688.

`hts`

, `plot.gts`

,
`forecast.gts`

, `accuracy`

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