backtest: Backtest
In ConvFuncTimeSeries/test3:

Backtest

1	backtest(m1, rt, orig, h, xre = NULL, fixed = NULL, include.mean = TRUE)

`m1`	a time-series model object.
`rt`	the time series.
`orig`	forecast origin.
`h`	forecast horizon.
`xre`	the independent variables.
`fixed`	parameter constriant.
`inc.mean`	a logicial value for constant term of the model. Default is TRUE.

The function returns a list with following components:

`orig`	the starting forecast origin.
`err`	observed value minus fitted value.
`rmse`	RMSE of out-of-sample forecasts.
`mabso`	mean absolute error of out-of-sample forecasts.
`bias`	bias of out-of-sample foecasts.