tsmetrics: Performance Metrics

In tsissm: Linear Innovations State Space Unobserved Components Model

Performance Metrics

Description

Performance metrics from an estimated or predicted tsissm model.

Usage

## S3 method for class 'tsissm.predict'
tsmetrics(object, actual, alpha = 0.1, ...)

## S3 method for class 'tsissm.estimate'
tsmetrics(object, ...)

Arguments

object	an object of class “tsissm.estimate” or “tsissm.predict”
actual	the actual data matched to the dates of the forecasts.
alpha	the coverage level for distributional forecast metrics.
...	not currently used.

Value

a data.frame of performance metrics including MAPE, MSLRE, BIAS and AIC for the estimate object and MAPE, MSLRE, BIAS, MASE, MIS and CRPS for predict object.

tsissm documentation built on Aug. 8, 2025, 6:08 p.m.