View source: R/fcast_accuracy.R
fcast_accuracy | R Documentation |
Calculate forecast accuracy on test set according to a specified criterion
fcast_accuracy( tslist, models = c("ets", "arima", "rw", "rwd", "wn", "theta", "stlar", "nn", "snaive", "mstlarima", "mstlets", "tbats"), database, accuracyFun, h, length_out, fcast_save )
tslist |
a list of time series |
models |
a vector of models to compute |
database |
whether the time series is from mcomp or other |
accuracyFun |
function to calculate the accuracy measure, the arguments for the accuracy function should be training, test and forecast |
h |
forecast horizon |
length_out |
number of measures calculated by a single function |
fcast_save |
if the argument is TRUE, forecasts from each series are saved |
a list with accuracy matrix, vector of arima models and vector of ets models
Thiyanga Talagala
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