ATA.Accuracy: Accuracy Measures for a ATA forecast model

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

View source: R/ATA_Accuracy.r

Description

Returns ATA(p,q,phi) applied to ATA object. Accuracy measures for a forecast model Returns range of summary measures of the forecast accuracy. If out.sample is provided, the function measures test set forecast accuracy. If out.sample is not provided, the function only produces training set accuracy measures. The measures calculated are:

Usage

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ATA.Accuracy(object, out.sample = NULL)

Arguments

object

An object of class ATA is required.

out.sample

A numeric vector or time series of class ts or msts for out-sample.

Value

Matrix giving forecast accuracy measures.

Author(s)

Ali Sabri Taylan and Hanife Taylan Selamlar

References

Hyndman, R.J. and Koehler, A.B. (2006) "Another look at measures of forecast accuracy". International Journal of Forecasting, 22(4), 679-688. Hyndman, R.J. and Athanasopoulos, G. (2014) "Forecasting: principles and practice", OTexts. Section 2.5 "Evaluating forecast accuracy". http://www.otexts.org/fpp/2/5.

See Also

forecast, stlplus, stR, stl, decompose, tbats, seasadj.

Examples

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ata.fit1 <- ATA(M3[[1899]]$x, h=18)
ATA.Accuracy(ata.fit1)
ATA.Accuracy(ata.fit1, M3[[1899]]$xx)

alsabtay/ATAforecasting documentation built on Dec. 1, 2019, 5:26 a.m.