LjungBtest_Acuracia: Calcula as estatisticas de acuracia e bondade do forecast

In evandeilton/RTFC: R Trend, Forecast and Correlation/Regression

Description

Aplica o teste de autocorrela<c3><a7><c3><a3>o de Box-Pierce e Ljung-Box e o teste de correla<c3><a7><c3><a3>o serial de Durbin-Watson nos res<c3><ad>duos do modelo forecast. Calcula tamb<c3><a9>m as estat<c3><ad>sticas de acur<c3><a1>cia do modelo tais como MAPE, MAE, RMSE, etc.

Usage

LjungBtest_Acuracia(model)

Arguments

model	Objeto do forecast
...	Passagem de par<c3><a2>metros.

Value

Data.frame com as estat<c3><ad>sticas calculadas

Author(s)

LOPES, J. E.

References

Box, G. E. P. and Pierce, D. A. (1970), Distribution of residual correlations in autoregressive-integrated moving average time series models. Journal of the American Statistical Association, 65, 1509-1526.

J. Durbin & G.S. Watson (1950), Testing for Serial Correlation in Least Squares Regression I. Biometrika 37, 409-428.

J. Durbin & G.S. Watson (1951), Testing for Serial Correlation in Least Squares Regression II. Biometrika 38, 159-178.

J. Durbin & G.S. Watson (1971), Testing for Serial Correlation in Least Squares Regression III. Biometrika 58, 1-19.

See Also

Box.test, dwtest e accuracy

Examples

## Not run
#data(mensal)
#fit <- auto.arima(mensal[, 2])
#fore <- forecast(fit, h=12)
#LjungBtest_Acuracia(fore)

evandeilton/RTFC documentation built on May 29, 2019, 10:37 a.m.